If you want the latest comics, buy the Complete Fire and Stone for the latest series all collected in one (seriously colossal) hardcover.
If you want the older comics, pick up the Omnibus collections. There's a stickied thread at the top of the forum listing what's collected in each one.
If you're looking for novels, the currently ongoing Rage War trilogy is the latest stuff (book 2 comes out on the 26th), other than that there's the 3 Alien novels that came out fairly recently (Out of the Shadows, Sea of Sorrow, River of Pain).
For stuff older than that, the Bantam novels from the 90s are getting reprinted as Omnibus collections, and the DH Press books are out-of-print as far as I know but you might be able to rustle up a copy on Amazon or eBay.
As for a reading order, the older stuff tended to be kinda standalone and didn't necessarily have a hard and fast reading order other than the first Aliens comics/novels.