Uncanny X-Men #466-468 deals with the Grey family being attacked and #469-471 shows Rachel dealing with what has happened and trying to get revenge on the aliens that killed her family.
I particularly like #466-468. It's a very sad story, with the beginning showing Rachel hanging out with Jean's parents and being introduced to everyone at a family reunion and being truly happy and then of course, BAM, everything goes straight to hell. There's also a particularly heartbreaking moment involving Rachel and Jean's mother that I would totally post if I had a working scanner.