I'll echo something that has been said: getting out there and experiencing live Jazz in all its glory, there really isn't anything quite like it. I would have been 13-14 when Jazz found me, just a local Jazz/Funk outfit playing a couple sets, and so my journey into Jazz begun
The doco
don.to has recommended is good, but it really doesn't go into any detail on the modern period (post 1970) but a good primer on Jazz's history and roots.
Some personal recommendations:
Freddie Hubbard
Clifford Brown
Jaco Pastorius
Weather Report
John Coltrane - Giant Steps
Wayne Shorter - Speak No Evil
Bill Evans
Just to name a few
