If you are new to Firefly, then you may be curious about the order in which things take place in the ‘verse. Here is the correct order to view/read/listen:
Firefly (the complete television series, available on DVD) comes first. You want to own the DVDs and the CD soundtrack; both are simply amazing. The Firefly soundtrack is one of my “desert island discs” for the beautiful music by Greg Edmonson.
The R. Tam Sessions are set before the TV series, but will make no sense if you have not seen the series; so you want to watch them between the series and the film. They were released as a viral marketing experiment in the Summer of 2005 before the movie hit cinemas. They are online and on the fancier DVD of Serenity.
There is a three issue comic book series: Serenity: Those Left Behind that is intended to bridge the gap between the series and the film.
A second three issue comic book series: Serenity: Better Days is being released that takes place during the main series, and before Serenity: Those Left Behind takes place.
There are at least three excellent podcasts for Firefly and Serenity fans:
The Signal (available regularly since early 2005)
Firefly Talk (available since 2006)
The Week in Whedon (sporadically available since 2005?)