The Gathering
(The Pilot)

In the Beginning
(set during the Earth-Minbari War, ten years before the series proper.
Warning!  If you are new to the series it is recommended you wait until
after the Season Four episode Atonement before reading/watching this.) 

Thirdspace
(set during the early part of Season Four)

The River of Souls
(set six months after the end of Season Five)

A Call to Arms
(set five years after the end of Season Five; prelude to the spin-off series, Crusade)