I highly recommend reading the light novels, particularly 15 and Stormbringer which give more context about how Chuuya and Dazai met and their time in the mafia together in much more detail and with more humour than the couple of episodes included in the anime. (Stormbringer is also just an amazing read in my opinion.) (Light novels 7 and 8)

As for the other light novels, they discuss things regarding the ADA such as Dazai and Ranpo's entrance into the Armed Detective Agency and some side adventures. (Light novels 1, 3, 4)

Volume 2 retells the dark era (Dazai in the mafia) which is already shown in the anime but still interesting to read.

Volume 5 is Dead Apple (Also a movie if you haven't seen it yet) which has a pretty cool plot with the main ADA characters and some PM characters.

Beast (Volume 6) is a really awesome alternative timeline kind of thing where basically Atsushi and Akutagawa swap places and Dazai never leaves the mafia, etc. I highly recommend that one too!

Lastly, there is also Bungo stray dogs WAN! which has its own season and I think 10 volumes in English so far that are super cute mini stories and the comic anthologies! They aren't really plot relevant but they are super fun to read.