Hmm.. that's a difficult thing to do. Many of Tolien's books cover vast periods of time and overlap with other books. For instance, the Silmarillion begins with the very creation of Arda(the world in which Middle-earth is a continent) and focuses mostly on the occurrences of the First Age and the war with Morgoth. However, it goes on to talk of the Second Age and Numenor and the Third Age and the War of the Ring. A book released this past April called The Children of Hurin is told, in short, in this book.

Then there's Unfinished Tales. It also covers the creation and First Age but focuses more on the second Age and Numenor. It also gives background on the Istari and palantirs of the Third Age.

Then we come to The Hobbit, FotR, TT, and RotK.

Finally, there's the twelve-set History of Middle-earth books.

I. The Book of Lost Tales, Part 1 II. The Book of Last Tales, Part 2 III. The Lays of Beleriand IV. The Shaping of Middle-earth V. The Lost Road and Other Writings VI. The Return of the Shadow VII. The Treason of Isengard VIII. The War of the Ring IX. Sauron Defeated X. Morgoth's Ring XI. The War of the Jewels XII. The Peoples of Middle-earth

These books will cover much of the same information as all the others I listed, with some more background and detail.

And of course i only listed Tolkiens books that were about Middle-earth/Arda, as it would be hard to put his independent works in chronological order.