A list of the issues in which some major X-Men characters first appeared...

Angel / Archangel - (Uncanny) X-Men #1
Banshee - (Uncanny) X-Men #28
Beast - (Uncanny) X-Men #1
Bishop - Uncanny X-Men #282
Cable - New Mutants #87
The Changeling - (Uncanny) X-Men #35
Colossus - (Giant Size) X-Men #1
Cyclops - (Uncanny) X-Men #1
Dazzler - Uncanny X-Men #130
Forge - Uncanny X-Men #184
Gambit - Uncanny X-Men #266
Havok - (Uncanny) X-Men #54
Iceman - (Uncanny) X-Men #1
Jean Grey - (Uncanny) X-Men #1
Jubilee - Uncanny X-Men #244
Longshot - Longshot Limited Series #1
Magneto - (Uncanny) X-Men #1
The Mimic - (Uncanny) X-Men #19
Mr. Sinister - Uncanny X-Men #221
Nightcrawler - (Giant Size) X-Men #1
Phoenix II - Uncanny X-Men #141
Polaris - (Uncanny) X-Men #49
Professor X - (Uncanny) X-Men #1
Psylocke - New Mutants Annual #2
Rogue - Avengers Annual #10
Sabretooth - Iron Fist #4
Shadowcat - Uncanny X-Men #129
Storm - (Giant Size) X-Men #1
Sunfire - (Uncanny) X-Men #64
Thunderbird - (Giant Size) X-Men #1
Wolverine - Incredible Hulk #180

Jeez, that took me ages - feel free to add more...

I have to errata the above write up -- though I do think it a fine one. The first appearence of Wolverine was in fact in The Incredible Hulk #181 and not in #180 (which was the first appearence of "Wendigo" I believe, some big insignificant hairy bloke and hardly our Wolvie at any rate). In his grand entree into the Marvel megaverse, wolverine is sent by the Canadian Weapon-X project to kick the fuck out of the Hulk who has gone berserk for some reason.
What a badass.
You want to take down the Hulk?
Who you gonna send?

Wolvie, baby; damn right...

Psylocke appeared in Marvel UK's Captain Britian series (she's the Captain's sister) long before she showed up in comics in the states. That's also where they got all those strange characters from Excalibur.

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