1.

WarCraft Chronicle Volume 1 

2. Rise of the Horde by Christie Golden 
3. The Last Guardian by Jeff Grubb
4. Tides of Darkness by Aaron Rosenburg
5. Beyond the Dark Portal by Christie Golden & Aaron Rosenburg
6. Day of the Dragon by Richard A. Knaak
!! The War of the Ancients Trilogy takes place before Rise of the Horde but it is
highly recommended that you read it after having read Day of the Dragon which
is why I have the trilogy listed as 6,7,8 instead of 1,2,3.
7. War of the Ancients: The Well of Eternity by Richard A. Knaak
8. War of the Ancients: The Demon Soul by Richard A. Knaak
9. War of the Ancients: The Sundering by Richard A. Knaak
10. Lord of the Clans by Christie Golden
11. Of Blood and Honor by Chris Metzen
12. Arthas: Rise of the Lich King by Christie Golden
13. Illidan by William King 
14. Cycle of Hatred by Keith DeCandido
15. Night of The Dragon by Richard A. Knaak 
16. Stormrage by Richard A. Knaak
17. The Shattering: Prelude to Cataclysm by Christie Golden
18. Wolfheart by Richard A Knaak
19. Thrall: Twilight of the Aspects by Christie Golden 
20. Jaina Proudmoore: Tides of War by Christie Golden
21. Dawn of the Aspects by Richard A. Knaak
22. Vol'Jin: Shadows of the Horde by Michael A. Stackpole
23. War Crimes by Christie Golden