This is the chronological order of the main sequence. "To Rescue Tanelorn" takes place at the same time as Stormbringer!

Elric of Melnibone (aka The Dreaming City)
The Fortress of the Pearl
The Sailor on the Seas of Fate
The Weird of the White Wolf
The Vanishing Tower (aka The Sleeping Sorceress)
The Revenge of the Rose
"The Stealer of Souls" (in Bane of the Black Sword)
"Kings in Darkness" (same)
"The Flame Bringers" (same)
"The Last Enchantment" (in Elric at the End of Time)
"To Rescue Tanelorn" (in Bane of the Black Sword)
Stormbringer!

There is also this much more in-depth suggested reading order over at multiverse.org that includes everything:\

http://www.multiverse.org/fora/showthread.php?t=3562

I would suggest going with that to get a more complete picture.