There are two different books...I say books because the full graphic novel collections are easier to read than multiple comics, at least to me.

There is
Avengers: Road to Marvel's The Avengers

This came out before the film and was a collection of different stories about the characters, like Coulson training a new agent and Tony finding out his parents were dead. It was fun but the art quality differed greatly from story to story. Peggy looked fantastic but sometimes, Coulson could only be deemed Coulson from context. I also got confused because it had Natasha being all, No one calls me Nat EVER! I hate it.
Then in the film, Hawkeye totally calls her that. I also can't remember if it even had Hawkeye.

and

The Avengers Prelude

I highly recommend this. It was a cute read that tried to tie up the loose ends from the three films going on at once and had some clues about why Loki chose Barton specifically. I loved the Barton stuff in general although it kind of goes more Clint/Phil than Natasha/Clint...

Good to know that "Road to Marvel's The Avengers" isn't worth buying. I had thought about getting that as well. I'll follow your recommendation and buy "The Avengers Prelude". From what I've heard about it, it seems to be a nice addition to the movie and thus probably the right Avengers graphic novel to start with. Thanks a lot. :)

Now, there's another Prelude book that strictly revolves around Natasha. The story was interesting since it focused just on Natasha and her handler, Coulson. However, the artwork was a little...well, Coulson didn't look like Coulson and Natasha suddenly had D cups...