EDIT: In hindsight, I don't think this was good advice. Read them in publication order, otherwise the later main-series books lack a lot of important context.
Strangely enough, I mused about this a few days ago - I read the entire lot since Christmas in a rather strange order, so I was wondering how I should have done it.
My recommendation would be to read the main series in publication order followed by the anthologies likewise, then the two spin-off series together in (in-verse) chronological order. Logic:
- The main series builds up all its characters easily enough to fill their roles in it, and follows one character's story almost continuously. Inserting the spinoffs chronologically would only serve to interrupt its flow with peripheral diversions.
- The anthologies fill in parts of the backstories of the main series' characters that weren't required for the main plot. Expect lots of 'oh...I remember where this guy popped up again' or 'so THAT's why she said that!' moments, plus some insight into secondary characters' motivations. They introduce most of the important characters for the spin-offs.
- The spin-offs frequently use events and characters from the main series and each other, so should be read last and together. I read one set (saganami) in its entirety first, but wouldn't recommend that. They fill in between a lot of the 'backdrop' events of the later main series books, without being essential to the plot.
That's all I have to say for now!