Unfinished Tales is the way to go, and then Children of Húrin. Note that a very important portion of the latter's content is in UT, but with heavy editorial notes; in CoH you'll enjoy the story in its entirety, all editorial work buried in the background as in Silmarillion.
Then it will be time to delve into the world of Tolkien nerdistica and tackle the volumes of the History of Middle-earth. I recommend reading that huge collection piecemeal and here's my (totally personal) suggestion as to dividing it:
- The Book of Lost Tales 1 & 2 (vol. 1, 2)
- The Lays of Beleriand (vol. 3)
- The Shaping of Middle-earth & The Lost Road and Other Writings (vol. 4, 5)
- The Return of the Shadow & The Treason of Isengard & The War of the Ring & Sauron Defeated (vol. 6, 7, 8, 9; collectively titled as History of the Lord of the Rings)
- Morgoth's Ring & The War of the Jewels (vol. 10, 11)
- The Peoples of Middle-earth (vol. 12)
The Silmarillion, Unfinished Tales, Children of Húrin and the whole History of Middle-earth series were edited posthumously by Christopher Tolkien. In addition to the above you may consider getting History of the Hobbit by John Rateliff.
Oh, The Letters of J.R.R. Tolkien is also something Tolkien lore nerds should keep handy
Kibilturg; Watchers of Elendil (Landroval) & Tarciryan Knights (Crickhollow)