First:
http://marvel.wikia.com/wiki/Main_Page
ANYTHING you need to know about any character is there. It also has lists of comics, comic covers (So you know what you're looking for) etc. Search for any character you're interested in. There's even an "Ask a Contributor" section, so you may get recommendations that way.
Spider-Man, given that he's been around SO LONG, is hard to collect. If you're not really looking to collect, you can just get the trade paperbacks of certain stories. The Essential... series is best for non-completist collectors. However, get Maximum Carnage or the Clone Saga A.S.A.P.
Elektra has always been part of some good stories involving The Punisher and Daredevil during his darker times. Those are kind of grittier characters. Frank Miller (Sin City, 300, The Dark Knight Returns) really brought a grittier, mysterious side to Daredevil and Elektra during his run. Culminating in the incredible Born Again storyline (Which didn't feature Elektra, but was amazing).
As for X-Men, you're better off getting some of the trade paperbacks, or in the event that certain stories are not available in that format, buying the issues (eBay is GOLDEN for that stuff).
Do you buy stuff online? If so, I'll link you to some purchases.
Never been a big X-Men reader, but I like a few stories.