I prefer to read the novels in the order that they happened in, which I've taken from the official WoW timeline you can see below. I have left the game references in the timeline so you can better judge around what time each book took place, and bolded each novel. I've read them in this order and I would recommend it, just to keep the storyline straight for you.

FICTION TIMELINE

-10,000

War of the Ancients Trilogy:
War of the Ancients Trilogy: The Well of Eternity (Richard A. Knaak)
War of the Ancients Trilogy: The Demon Soul (Richard A. Knaak)
War of the Ancients Trilogy: The Sundering (Richard A. Knaak)

Year -1

(Novel) Rise of the Horde (Christie Golden)

Year 0

(PC Game) Warcraft: Orcs & Humans
(Novel) The Last Guardian (Jeff Grubb)

Year 6

(PC Game) Warcraft 2: Tides of Darkness

Year 8

(PC Game) Warcraft 2X: Beyond the Dark Portal

Year 10

(Novel) Day of the Dragon (Richard A. Knaak)

Year 18

(Novel) Lord of the Clans (Christie Golden)

Year 19

(Novel) Of Blood and Honor (Chris Metzen)

Year 20

(PC Game) Warcraft 3: Reign of Chaos

Year 21

(PC Game) Warcraft 3X: The Frozen Throne

Year 23

(Manga) The Sunwell Trilogy
- The Sunwell Trilogy: Dragon Hunt (Richard A. Knaak & Jae-Hwan Kim)
- The Sunwell Trilogy: Shadows of Ice (Richard A. Knaak & Jae-Hwan Kim)
- The Sunwell Trilogy: Ghostlands (Richard A. Knaak & Jae-Hwan Kim)

Year 24

(Novel) Cycle of Hatred (Keith R. A. DeCandido)

Year 25

(PC Game) World of Warcraft

Year 26

(PC Game) World of Warcraft: The Burning Crusade

Year 27

(PC Game) World of Warcraft: Wrath of the Lich King
(Novel) Arthas: Rise of the Lich King (Christie Golden)
(Novel) Stormrage (Richard A. Knaak)