The Shadow Within is also about Sheridan's first mission as commander of the Agamemnon, the Sheridan's marriage, Kosh, the nature of the Vorlon transport, and an attempt to sabotage Babylon 5. I'd read it.
Because all the novels cover somewhat overlapping periods of time there are only three pieces of advice I would give you: 1) Read Shadow before the technomage books because Jeanne Cavelos wrote all four novels and characters introduced in Shadow return in the technomage volumes. 2) Read the technomage books before you read the Centauri trilogy, both because they come first chronologically (the Technomage books run from 2257 to 2261, the Centauri books start in 2262) and because characters from the former appear in the latter. To Dream can be read pretty much anywhere you like.
Since you didn't mention it, I would also highly recommend the Telepath trilogy if you want to understand that part of the B5 unjverse. The books cover a period from the mid-22nd century, when verifiable Human telepaths first emerge into the population (right at the same time we make First Contact with the Centuari) until 2281. Many fans have picked this as their favorite of the three trilogies, although I must confess it is not mine. I found the first book a bit of a chore to read in place, because I kept getting lost in the multiple aliases used by members of the telepath underground, but it was wroth the effort. The second two volumes, which focus on Bester and more familar events, were more to my liking. BTW, don't expect to find out much about the Telepath War here. It takes place off-stage, in between volumes 2 and 3, and is referred to, but not discussed much, in the final book.
Sorry, I've only seen the books slightly cheaper than Amazon here and there, and no special deals on the trilogies. (Overstock.com has the books for $5.49 each with regular shipping for a dollar in March, which is less than Amazon.
If anyone wanted to read the books in more-or-less strict chronological order I guess the list would look like this:
Dark Genesis: The Birth of the Psi Corps
Strange Relations: Bester Ascendent *
The Shadow Within *
Technomage 1: Casting Shadows
Technomage 2: Summoning Light
To Dream in the City of Sorrows
Technomage 3: Invoking Darkness
The Centauri Trilogy: Legions of Fire
1. The Long Night of Centauri Prime
2. Armies of Light and Dark
3. Out of the Darkness
Final Reckoning: The Fate of Bester
* Strange Relations and To Dream in the City of Sorrows both coves a period of several years, so technically the events of The Shadow Within take place in between (or even during) chapters of Strange Relations. To Dream has a framing story set in late 2261, while the bulk of the narrative takes place in 2260 and early 61, with flashbacks to 2259. So it and Strange Relations overlap at several points - and both overlap with parts of the first two technomage books. Short of sending a reader from book to book (and back) in mid-chapter, the list above is about as chronological as one can reasonably get. I think. (Now waiting for someone to point out some obvious error I've made.)
Regards,
Joe