We present the set of deep Neutron Star Interior Composition Explorer (NICER) X-ray timing observations of the nearby rotation-powered millisecond pulsars PSRs J0437-4715, J0030+0451, J1231-1411, and J2124-3358, selected as targets for constraining the mass-radius relation of neutron stars and the dense matter equation of state via modeling of their pulsed thermal X-ray emission. We describe the instrument, observations, and data processing/reduction procedures, as well as the series of investigations conducted to ensure that the properties of the data sets are suitable for parameter estimation analyses to produce reliable constraints on the neutron star mass-radius relation and the dense matter equation of state. We find that the long-term timing and flux behavior and the Fourier-domain properties of the event data do not exhibit any anomalies that could adversely affect the intended measurements. From phase-selected spectroscopy, we find that emission from the individual pulse peaks is well described by a single-temperature hydrogen atmosphere spectrum, with the exception of PSR J0437-4715, for which multiple temperatures are required.
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