I also recommend the comic book "Serial"--it's a great story, set in the early eps of the show. I wish that they'd do a monthly comic series based on the show...
i'd definately recommend all the books, - they are all excellent!
and i'd recommend the box sets, especially Miami s2...it's without a doubt my favourite (even though Australia hasn't actually released it yet i bought mine from america)
though, some of the books haven't been released here yet, so i don't know about those
I LOVED loved loved the NY Blood On The Sun. It wasn't shippy as I had hoped, or at least didn't go in the direction of the ship I liked, but it was a great book with an amazing emphasis on what the characters go through every day. I found out things about them that I would never have known on the show.
^^ I don't know what the other people mean but I would definitely recommend CSI: Dark Motives (LV)! It is absolutely brilliant although it is very tough