Wikipedia has a timeline of the series including the expanded universe. It goes as follows:
1. Evolution [comic]
2. Revelation [novel]
3. Foundation issue #1 [comic]
4. He Who Laughs Best [comic]
5. Homeworlds issue #2 [comic]
6. Foundation issue #2 [comic]
7. Foundation issue #4 [comic]
8. Mass Effect
9. Foundation issue #3 [comic]
10. Incursion [comic]
11. Redemption [comic]
12. Homeworlds issue #3 [comic]
13. Ascension [novel]
14. Blasto: Eternity is Forever [comic] {honestly, I don't think this is canon}
15. Mass Effect: Galaxy [iOS game that is no longer for sale. Torrents and jailbreaking is your only option here]
16. Foundation issue #5 [comic]
17. Foundation issue #6 [comic]
18. Foundation issue #7 [comic]
19. Foundation issue #8 [comic]
20. Foundation issue #9 [comic]
21. Foundation issue #10 [comic]
22. Paragon Lost [movie]
23. Mass Effect 2
24. Retribution [novel]
25. Deception [novel]
26. Mass Effect 2: Arrival [ME2 DLC]
27. Conviction [comic]
28. Invasion [comic]
29. Inquisition [comic]
30. Infiltrator [iOS and Android game. I think it is still for sale]
31. Homeworlds issue #4 [comic]
32. Homeworlds issue #1 [comic]
33. Mass Effect 3
Every one of these can be downloaded digitally. Blasto can only be downloaded digitally, and some of these are free, such as Inquisition and He Who laughs Best