Assuming that you are late to the party with a book series (and the entire series is completed) and you want to read every piece of text within a series’ universe that you can get your hands on, in what order to you read the books, short stories, and novellas within the universe?
I honestly don’t know if I’ve ever jumped into a story that takes place across this many formats before! The only one I can think of is Pokémon, way back in the day; I collected the cards, watched the anime, then played the video game. I don’t think that “counts,” though, because the video games and the anime have different continuities entirely.
When I read Dark Tower, I started (and ended) with the books. I know there are graphic novel expansions and adaptations, but I’ve never read either; the art isn’t my style, and they’re so expensive. I think the books are the “main canon,” anyway; the other stuff is mostly extra. I would suggest someone reading it the first time skip The Wind in the Keyhole, because it wasn’t part of the original series, and save it for last.
I think, were I to start in a series with this many diverse media, I would figure out what was intended to be the main story. Is it a book series with a graphic novel spinoff? Then I would read the book series – in chronological order, of course – and the the graphic novels, or short stories. If it was a graphic novel series with some books on the side, then I would start with the graphic novels, and so on.
I always took great delight in reading things in the proper order. So much that I read all of Redwall in publication order to date (up to Taggerung) and then again, in in-universe chronological order, just to be perfectly sure. It was very satisfying.
Honestly, though, sometimes when I see that there’s so much for me to read, it scares me off a little bit. This is why I’ll probably never read/play/watch Homestuck. It’s like the thing that never ends! Talk about archive panic, right? Which is too bad, because hypertext fiction, meta, and multiple media are all things that really interest me, but then when it’s time to sit down and actually read all of that, I start worrying about all of the other things I could be reading.