You start with "The Fall of Reach", of course. It covers everything from Master Chiefs birth up to the point of Halo 1.

"The Flood" is okay, but not necessary. It covers Halo 1, but shows the stuff that happens outside of Master Chief himself.

"First Strike" is another one I highly recommend. This shows the transition between Halo 1 and 2, and is just awesome.

"Ghost of Onyx" is a read if you want to know what happened to Dr. Hasley.