Proudhon is the philosopher who coined the term "anarchy" as most anarchists today understand it. Although Godwin founded the tradition of political anarchism, Proudhon gave the movement its title and its socialism.
So although he says "I can claim no merit save that of priority of utterance," he cannot even claim that. Nonetheless, his book, What Is Property?, is worth reading, especially if one would like to be well read in the anarchist tradition and history. Since prior formatting is annoying, with horizontal lines in the middle of a sentence, or the pains in reading a Google Book (although they can be cool! what with being scans of ancient books stuffed in old libraries), I have decided to format a PDF of this book. It's uploaded in my files and available for viewing here.
In chapter five, he discusses anarchism, and defines the new term.