Firefly is quite simply the most brilliant show ever aired on television, so naturally FOX showed it all out of order and then killed it. Watch the dvds. Watch them in order. If you like sci-fi and good character development, you'll love Firefly. Do not watch the movie first. That would be bad. You need to get to know these characters properly, that's really terribly important and I just can't say it enough.
As for the books, I've eagerly collected books about the show, like the wonderful Finding Serenity edited by Jane Espenson, but I've yet to hear of a novel series. Oh please can we have a novel series?