The Marvel Cosmic stuff was largely the work of DnA, but it was kicked off by 
Annihilation, which began with the work of Keith Giffen.  His prelude lead to a few mini-series, including DnA's 
Annihilation: Nova miniseries.  The regular series,
Nova was the break-out title from 
Annhilation when the event was over, and was written by DnA.
Their work on 
Nova lead to the 
 Annihilation: Conquest mini-series, this time written by DnA, though one of the mini-series attached to it, 
Star-Lord was written by Giffen and brought together Star-Lord, Rocket Raccoon, and Groot, who would go on to join up as the Guardians of the Galaxy, joined by Drax and Gamora (both of whom took part in 
 Annihilation and were involved in 
Nova's title, Phyla Vell from her time as 
Quasar (another mini-series from 
Annihilation: Conquest, and Adam Warlock.
Guardians of the Galaxy, written by DnA spun off from this and both it and 
Nova lead into the 
War of Kings, then 
Reign of Kings, both of which were mini-series written by DnA.  They dovetailed into 
The Thanos Imperative, by DnA.  Spinning-out of that were 
Annihilators and 
Annihilators: Earthfall, again both written by DnA, which capped their run on Marvel Cosmic.
I highly, highly recommend all of them, and I say that as more of a DC fan.  I truly think these comics are among the best out of either company over the past decade.
Here are the books, again they are very much worth it:
- Annihilation, Books 1, 2, & 3
 
- Nova, Volumes 1 & 2
 
- Annihilation: Conquest, Books 1 & 2
 
- Guardians of the Galaxy, Volume 1
 
- Nova, Volumes 3 & 4
 
- War of Kings
 
- War of Kings: Ascension
 
- Nova, Volume 5
 
- Guardians of the Galaxy, Volumes 2 & 3
 
- Realm of Kings
 
- Nova, Volume 6
 
- Guardians of the Galaxy, Volume 4
 
- The Thanos Imperative
 
- Annihilators
 
- Annihilators: Earthfall
 
There are some 
War of Kings lead ins, mostly from the 
X-Men comics, but I mostly stuck to the DnA stuff.