The Stories that Connect

Here is the list of stories and novels that tie into the Dark Tower series.
Eyes of the Dragon (Look for Flagg)
It
The Stand
'Salem's Lot
Everything's Eventual (The Little Sisters of Eluria and Everything's Eventual)
Insomnia
Black House & The Talisman
Desperation & The Regulators
Hearts in Atlantis (specifically Low Men in Yellow Coats)
From a Buick 8
Bag of Bones
Rose Madder
Skeleton Crew-The Mist

Basically you would need to start with The Little Sisters of Eluria, one of the first of Roland's adventures in Midworld. The next would be Desperation because it takes place in the Desatoya Mountains of Nevada, where Roland was during the Little Sisters story. Next would be The Gunslinger and Bag of Bones. The Drawing of the Three followed by Eyes of the Dragon, next the Stand followed by The Wastelands, Rose Madder, and then Wizard and Glass. After Wizard and Glass, The Mist, Black House (the Talisman isn't really that important), Insomnia, It, and From a Buick 8. Salem's Lot, then Wolves of the Calla, Song of Susannah, Everything's Eventual, and finally the Dark Tower.
That would be a pretty safe bet. However, you don't have to read all the books to read the cycle, they just add in details as to say, why Topeka, Kansas is devasted but has a Takuro Spirit instead of a different name brand car, or why there is no Coke-Cola but instead there's Nozz-a-La Cola. Thinnies have spread throughout King's worlds and they are beginning to overlap in the Dark Tower series.