What order should you play halo?

The order doesn't matter much, Halo, Halo 2, Halo 3, Halo 4, then all the side games would be absolutely fine.

If you want to play it chronologically:

1. Halo Reach
2. Halo Combat Evolved Anniversary
3. Halo 2
4. Halo 3: ODST
5. Halo 3
6. Halo 4

Halo Wars doesn't really fit in chronologically, but around Halo 3 would work out well.