Forerunner Trilogy (coming 2011+)
The Fall of Reach
The Cole Protocol
Helljumper (collection coming 2010/03/24)
Blood Line (collection probably coming 2010)
Halo Graphic Novel
Ghosts of Onyx
The Halo Encyclopedia doesn't really fit a chronological list, but if you get it after you read all the books you can get all of the details you don't get from the books, and you'll be more likely to spot the errors in it.
The Flood covers the events of Halo 1, but later on the books assume you've played Halo 1, 2 and 3.