I've not read all of this since they revamped it. It used to be a little less user friendly when I read it through during Wrath of the Lich King. However, I found these on the WoW forum site.
The Story of Warcraft: http://us.battle.net/wow/en/game/the-st ... t/chapter1
The Characters of Warcraft: http://us.battle.net/wow/en/game/lore/characters/
Tales, Comics, Videos: http://us.battle.net/wow/en/game/lore/
I have the novel "Day of the Dragon" and I thought it was superb read. I also have a compilation that includes "Of Blood and Honor", but it's missing since our move and I never got to finish. It started pretty nicely, though I will admit that some early stuff was "visually" bothersome. It may not bother others -- I'm a little squeamish.
I hope that helps!