>>5317
Read the short story "the tenebrous way" by matthew stover. It's a prequel to Plagueis.
also, you should know that Darth Plagueis references and spoils other books, such as "Cloak of Deception" and iirc possibly "Darth Maul: Shadow Hunter" (and possibly some more darth maul short stories). It also references various plotlines from comics such as "Republic" and "Jedi Council - Acts of War".
the short stories were usually released in various star wars magazines. If you want to read them with the artwork as they were printed in the magazines, you can find the magazines themselves and other star wars EU comics and books for free in places like http://libgen.io/.
another good source is
http://www.hungry-ewok.ru/sw/all_books.htm
and this here should be a pretty good starter pack but it could be missing something
https://mega.nz/#F!j99HEbrC!GP5TSEEbrBYZIZ73xod4fg
now if you're worried about the amount of material and what order to read it in or whether you missed some important short story, go here
http://www.starwarstimeline.net/Riseoftheempire.htm
and CTRL + F your way through to make sense of it. Don't worry about splitting books into chapters, that's not necessary (although I admit I've done it a few times on special cases)
if you want to get the most out of "Legacy of the Jedi", I recommend following that through with "Jedi Apprentice". It's for younger readers, but if you think of it as a pre-Phantom Menace TCW with obi-wan and qui-gon aPost too long. Click here to view the full text.