Having read all of them, I think of these books as three different sets:

• Books 1-6 of the main series basically cover the same time period as the TV show. If you enjoyed the first two books, it's extremely likely that you will enjoy books 3-6. The primary story arc started in book 1 comes to a very satisfying conclusion in book 6, broadly the same as it did in the show.
• Books 7-9 are more like a sequel series than a direct continuation of book 1-6. The primary characters return but it's really a new story arc. Personally I read book 7 at release, then later bounced off book 8 when it came out however many months later. It was only when I came back to reread the entire series that books 7-9 clicked for me. For my money everything came to a satisfying conclusion in book 9, with answers to most of the bigger mysteries behind the entire series (i.e. who built the rings, how did they build them, who killed the ring builders, etc.).
• The novellas and short stories focus on backstories and side characters. I particularly liked that they reveal where certain side characters eventually ended up; not naming any names for spoiler reasons. Memory's Legion collects all of these into a single book-length collection, which is probably the best way to get them.

TL;DR book 1-6 for sure for sure, books 7-9 probably, novellas if you go through books 1-9 and still want more.