Suggested viewing order

The Secret Diary of Laura Palmer is better off being read between seasons 1 and 2; When it was published. It sets up season 2 really well, and even introduces characters that will later appear

There's also The Autobiography of FBI Special Agent Dale Cooper My Life, My Tapes that came out near the end of season 2, I think. Not read that one though. It has some info on Windom Earle and Caroline

Pilot (original version, not the alternate/European version)
Season 1
The Secret Diary of Laura Palmer [Book]
Season 2 / The Autobiography of FBI Special Agent Dale Cooper My Life, My Tapes [Book]
Fire Walk with Me [Film]
The Secret History of Twin Peaks [Book]

In late October 2016 I started a re-watch. But just before hand I read "Secret Diary of Laura Palmer".
My plan always was;

Secret Diary of Laura Palmer
Seasons 1 & 2
Fire Walk With Me
Secret History of Twin Peaks

and now they've announced a release date of May 21st, which as thats still a good few months away, I may be tempted to REWATCH entire series

Going for release order, it's like this:

1. Twin Peaks: Pilot Episode (1990)
2. Twin Peaks: Season 1 (7 episodes, 1990)
3. The Secret Diary of Laura Palmer (book, 1990)
4. Twin Peaks: Season 2 (22 episodes, 1990-1991)
5. The Autobiography of F.B.I. Special Agent Dale Cooper: My Life, My Tapes (book, 1991)
6. Twin Peaks: An Access Guide to the Town (book, 1991)
7. Twin Peaks: Fire Walk With Me (fan-made extended edition movie, 1992)
8. The Secret History of Twin Peaks (book, 2016)
9. Twin Peaks: Season 3 (18 episodes, 2017)

Couldn't imagine doing it any other way.

There's also the unofficial books. I've read most of them, and would recommend some of them.

1. Welcome to Twin Peaks: A Complete Guide to Who's Who and What's What (1990)
2. Twin Peaks Behind-the-scenes: An Unofficial Visitors Guide to Twin Peaks (1991)
3. A Twin Peaks Interpretation (1992)
4. Full of Secrets: Critical Approaches to Twin Peaks (1995)
5. Reflections: An Oral History of Twin Peaks (2014)
6. Wrapped in Plastic: Twin Peaks (2015)
7. The Essential Wrapped in Plastic: Pathways to Twin Peaks (2015)
8. Twin Peaks FAQ: All That's Left to Know About a Place Both Wonderful and Strange (2016)
9. Between Two Worlds: Perspectives on Twin Peaks (2016)
10. Twin Peaks: Unwrapping the Plastic (2017)