It would be suggested to read/play them in order of the timeline, but don't feel that you have to. Most of the stories aren't linked to each other. That is, reading The Last Guardian will not be affected if you never read the Rise of the Horde. However, having read the Rise of the Horde will give you a little more insight to the Draenor (Outland) side of the opening of the Dark Portal, while The Last Guardian will give you the Azeroth events leading up to it.

I tend to suggest, to people that have already played WC3, to read Day of the Dragons prior to reading the War of the Ancients Trilogy as you'll have a little better idea who some of the characters are. Chronologically it'll be a bit backwards, but story wise it'll make sense to read them that way. Hopefully I gave nothing away with that bit of advice.

Good Luck!

I'm telling people to go ahead and start with the "War of the Ancients," series right now mostly to give them some insight into Deathwing and the Maelstrom, which all start out here.

That's just my bias at the moment. I'm also telling people to read, "Arthas," since we are dealing with him at the moment and the book helps you see that he was more than a bit of a douche before he even picked up frostmourne (IMHO). ;) It also sheds light on what was going on w/ Sylvanas and her Apothecaries.

Mostly the Manga's have been nice little self-contained stories really, outside of the sunwell trilogy.

I've read almost all that list, and if you're buying, I'd save some money and skip the Sunwell manga. What those three manga cover in terms of lore and "characterization" is completely covered by the wowwiki pages on Kalecgos, Anveena, the Sunwell, and Dar'Khan Drathir.

I would read the Knaak stories in published order. Everything else can be read in timeline order.

There's a reason for this and if you don't want to know why stop reading this NOW. The War of the Ancients trilogy is a tricky trilogy because it's sort of a caverns of time event. Characters from his previous novels are go back in time. So you know little of the main characters if you skip Day of the Dragon who's story is also spoiled by reading War of the Ancients.