.hack INFECTION/MUTATION/OUTBREAK/QUARANTINE: Main Games. Wonderful story, unfortunaly, virus core grinding will make you want to kill someone. Highly reccommend you use your cheating device of choice when you come to those parts. Also the secret dungeon in part 4 is almost entirely luck-based. Good luck with that.
.hack//LIMINALITY: While the games deal with inside The World, //Limi is what happens outside. Has the same problem //SIGN does: Tends to drag it's ass, then suddenly giant infodump. It does explain a few minor events in the game, and gives faces to characters mentioned in the books.
.hack//Another Birth (Novels): The story of the games, told from Black Roses' point of view. Provides insight. Veers dangerously close to teen melodrama, but dives out before it becomes too late. Decent read, you can blow through them all in a few hours.
.hack//Ai Buster (Novel): Prequel to the games. Read it after you're familiar with the games and the .hack universe, makes things go smoother.
.hack//AI Buster 2: Short stories that relate to everything. Best read when you're familair with everything else.
.hack//SIGN: While it tells a nice story that the games reference briefly (You get several characters from the anime in your party), CHRIST does it drag it's ass at times. If you managed to bag //INTERMEZZO and //UNISON, watch intermezzo whenever you want - it's Black Rose backstory, nothing more - and //UNISON is best watched as a finale to the whole series.
.hack//Legend of the Twilight (manga): Canon 3-years-after-passing of the torch thing. Quick, light, but amusing enough.
.hack//Legend of the Twilight (Anime): Not canon to the story. Gets retarded towards the end. Take it or leave it, really.