To recap some of the other advice in the thread: first pick a world. Most of the settings have had a novel line, though the Realms and Dragonlance are the most popular. The other settings...not so much, some of them don't have big novel lines anyway, and might be out of print. I don't know if the Dark Sun novels are any good or popular, but they're the only other ones I can think of offhand that might be popular, though I think some fans have issues with the metaplot. YMMV.
With Dragonlance, go with Weis and Hickman at first, and read the Chronicles and Legends trilogies. After that you can either keep going with the timeline and read the Second Generation anthology, Dragons of Summer Flame, and I think the War of Souls after that. Or after the first two trilogies you can just read the various anthologies or novels set in the past.
Realms is more complicated, and I can't give a lot of solid advice because I haven't read any of those books. They are less connected than the Dragonlance ones though, with a number of seperate storlines and series. I suppose Salvatore's Icewind Dale trilogy is a good place as any to start.
Some of the book lines are reputed to be crap, so don't bother with them. I haven't read much D&D related fiction, so I don't know all the stinkers. Stay away from the Blood War trilogy in the Planescape line though. I know that series sucks for a fact.
And after that, check out the
Rose Estes Greyhawk novels, starting with Master Wolf. They're the continuation of Gygax's own Gord the Rogue series... except without Gord the Rogue. Because that was when Gygax got the boot and he retained the rights to the character.
Ignore this "advice". Estes wrote some of the worst D&D books ever to have killed trees (the Endless Quest books were ok for what they were though). I picked up a set of those when I was just getting started in D&D thinking it might give me some good material for a campaign. Was I ever wrong. On the bright side, I bought them as a set at a dollar store, so I didn't waste too much money on them. I should probably trade them in for something better at the book swap (a local store that sells used paperbacks and gives credit for trade-ins) one of these days.