I'd say it's a pretty good idea to read the TNG Gateways novel too. It was kind of the core story to the whole crossover. I've seen a lot of bad or mediocre reviews for it, but I enjoyed it when I read it. I believe it was also the first appearance of Christine Vale, so that also makes it kind of an important part of TrekLit history.
^No, Christine Vale first appeared in SCE #1, The Belly of the Beast by Dean Wesley Smith. Gateways: Doors into Chaos was her second appearance overall, her first appearance in TNG proper, and her first appearance in paperback.
A question on the new frontier novels, are they all set before the battle for betazed? Also what about the anniversry anthologies should I read those first?
New Frontier books stretch from before the Dominion War to around the time of Destiny. All the anniversary anthologies can be read whenever. They aren't really related to anything else.