Selected Works of James Madison

Debates in the Federal Convention of 1787 — Proceedings of the Constitutional Convention held in Philadelphia, an essential guide to interpreting the intent of the Framers, but not published until 1840, following his death.
The Federalist Papers, with Alexander Hamilton and John Jay — Published in several New York newspapers in 1787-88. Arguments for ratification of the proposed Constitution.
The Question of a Bill of Rights — Letter to Thomas Jefferson, October 17, 1788.
Virginia Report — 1800. Set forth much of the "doctrine of '98".
First Inaugural Address — March 4, 1809.
Second Inaugural Address — March 4, 1813.
Veto of federal public works bill — March 3, 1817. Provides important guide to the interpretation of the "general welfare" and "necessary and proper" clauses of the Constitution.

From Interposition to Nullification: Peripheries and Center in the Thought of James Madison, K.R. Constantine Gutzman, from Essays in History, Vol. 36, 1994, Univ. of Virginia Dept. of History.
Some of the First Official Meanings Assigned to the Establishment Clause, Jim Allison