Hey cool. I myself have just started reading, Day of the Dragon.
http://en.wikipedia.org/wiki/Warcraft:_Day_of_the_Dragon
This was labelled as book number one so I thought it would be the best place to start. I actually bought the digital copy so I can read it on my iPhone. I wont be buying all of them like that as they can be a bit expensive.
I have not gotten far yet but am really enjoying it. I find it doubly interesting and quite relevant as the story features Rhonin /bow and he is tackled with sorting out Deathwing! So nice to give a little background weight to the upcoming expansion.