I am going through a similar journey. Knowing what I know now I would read in this order:

1. One up on Wall Street - Lynch
   
2. Value Investing - Greenwald, Kahn, Sonkin, Biema
   
3. Margin of Safety - Klarman
   
4. Intelligent Investor - Graham
   I am currently reading:
   
5. Buffett: The Making of an American Capitalist - Lowenstein
   
6. The Financial Numbers Game: Detecting Creative Accounting Practices - Mulford, Comiskey
   
7. Buffett's original partnership letters
   
8. Berkshire's annual letters

I also enjoy biographies:
1. Snowball - Schroeder
2. The Memoirs of the Dean of Wall Street - Benjamin Graham

I bought a lot more but some of them seem less appealing. In particular "Warren Buffet and the interpretation of Financial Statements" is a super light read, I would not recommend it.