It might just be my opinion but I really recommend reading them in their published order instead of chronological (the list can be found in this thread:
http://www.mmo-champion.com/threads/...1#post10446851 )
However I'll try to list them in chronological order if you want, know that the timeline will overlap a bit(read lot)
Rise of the Horde
The Last Guardian
Tides of Darkness
Beyond the Dark Portal
Day of the Dragon
War of the Ancients: The Well of Eternity
War of the Ancients: The Demon Soul
War of the Ancients: The Sundering (the trilogy actually happens in the past but it's better this way for continuity)
Lord of the Clans/Arthas: Rise of the Lich King
Of Blood and Honor
Cycle of Hatred
Night of the Dragon
Stormrage
The Shattering: Prelude to Cataclysm
Thrall: Twilight of the Aspects (announced, not released yet)
Wolfheart (announced, not released yet) (don't know when it takes place but I'm assuming after the Cataclysm)
Think that should about cover it. Some people might have a slight disagreement with me but I hope you'll find this sufficient (oh, and I didn't include the manga/comics)
Edit: And btw, I saw that you were talking about not knowing who Deathwing is. You're not going to find out his story until War of the Ancients, since it's set in the past. You might want to read it first, but there is continuity between Day of the Dragon and War of the Ancients trilogy, so reading the trilogy first might be a little confusing.
Edit 2: If you want Deathwing continuity it might also be better to read Day of the Dragon before Beyond the Dark Portal