As usual, my opinion is always that creator's chosen publication order is the best order to watch/read anything. That would mean:
- All Firefly episodes (if possible, the "right" order, which I think is mostly how they come these days)
- The comics in publication order.
(I don't know of any books about Serenity off-hand, but the comics have been collected into single-issue graphic novels; is that what you're thinking about?)
However, if you want to read them in chronological order, it's a bit trickier:
- First, all episodes of Firefly in correct Whedon order.
- Serenity: Better Days
- Serenity: Those Left Behind
- Serenity: The Other Half
- Serenity: Downtime
- These last two don't have a definitive place in the timeline, but they occur sometime after the last episode and before the movie (e.g. Inara's still there but River's becoming bad-ass)
- Serenity, the movie
- Serenity: The Shepherd's Tale
- This is actually a flashback that takes place mostly before any of the other stories, except that it starts with a pivotal scene from the movie before flashing back, so save it till here.
- Serenity: Float Out
- Serenity: It's Never Easy
- Serenity: Leaves on the Wind
- Serenity: No Power in the 'Verse