UPDATE: This is obsolescent. Here's the constantly updated FAQ you are looking for.
Some folks seem to need this, so:
The Laundry series of stories and novels follows a chronological sequence (Bob's gradual rise through the ranks). The sequence so far is laid out below the fold.
The Atrocity Archive — short novel, in which Bob and various other major characters are introduced.
The Concrete Jungle — novella, set around 6 months after The Atrocity Archives
(These are collected in The Atrocity Archives)
The Jennifer Morgue — a novel, set around 3 years after The Concrete Jungle
Pimpf — interstitial short story set within a year of The Jennifer Morgue
(These are collected in The Jennifer Morgue)
Down on the Farm — novelette, set approximately 2 years after Pimpf. Collected in the short story collection "Wireless".
The Fuller Memorandum (surprise!) — a novel, set roughly eight years after The Atrocity Archives
(Published as The Fuller Memorandum)
Overtime — a novelette set less than 18 months after The Fuller Memorandum. (Not yet published in book form.)
The Apocalypse Codex — not yet published (it's due out in mid-2012[*]); a novel, set roughly nine months after The Fuller Memorandum
I also have tentative plans for a couple of novellas that fit in the gap between The Fuller Memorandum and the as-yet-untitled novel that comes after The Apocalypse Codex, but I don't want to speculate about stuff I haven't yet written or begun to write.
[*] The long wait is down to my 12-month publication cycle; there's another book in the queue that's due out in summer 2011.