If I recall correctly, the books were released in the following order:
Scenario Pack 1
Blue Box (Rules of Engagement)
The most up to date rulebook is, nominally, The Rules of Engagement. While it was sold on its own, it was also the rulebook included in the 2nd edition Blue Box of the base game. I tend not to start new people with this one, but the Black Box rules instead. A few of the reasons are: fewer options, simpler and more straightforward, and original missions. What I mean by the lattter is that the missions for the base game were changed between the Black Box and the Blue Box. The main reason is that the miniatures included in the two boxed sets were different (see the Wiki here for the list of contents). I don't think the changes were as well tested or balanced as the original missions. Plus, it's a lot more to manage for a new player when they have four or more unit types. The Black Box also came with seperate mission and rulebooks, and two copies of them so both players could have a copy handy; it's a little thing, but it's nice.
A couple other points to keep in mind are that some of the scenarios in the Advanced Rules require the templates that were typically bundled with the Advanced Rules. If you got (get) a copy without the templates, you can also use Template Pack 5, as it contains the same templates. The Alien Sourcebook (sort of) requires the Advanced Rules, as several of the races' specific rules from the former, are originally explained in the latter. The Alien Sourcebook also uses templates in some of its scenarios from several of the Template Packs/Advanced Rules. Lastly, Junction Point really requires both the Advanced Rules and the Alien Sourcebook, along with various Template Packs (I'd have to check to be any more specific).
Oh, and Scenario Pack 1 can mostly be played on its own with the Black Box, and is worth it no matter what else you have.