Is this regarding the old ones or the new ones?
For the old ones, I'd start with The Thran, then move onto the Artifact Cycle novels. From there, the three Greensleeves novels are pretty good, and all other stand-alone books can really be read any time. Just knowing the base story around Urza and Mishra is highly important.
For new ones, I don't know because I've only read one.
The comics are actually quite decent if you can acquire them.
In terms of enjoyment, don't skip Time Streams, by J. Robert King. The writing is absolutely exquisite. The worst book, in my opinion, is The Prodigal Sorcerer, by Mark Summer. It has a repetitive literary style, and the story itself is vastly unimportant to the MTG world as a whole. Though, it does give some interesting insights on the viashino race.