Guide to Viewing Rozen Maiden
First off, many of the main works to Rozen Maiden are just plainly "Rozen Maiden" in Japanese with different spelling, which makes it difficult to specifify in alphabet since we just have the one writing system. I refer to these cases with the type of media they are and by their release year.
START WITH: the first anime by NOMAD (Rozen Maiden (2004)), The first manga (Rozen Maiden (2002)), or Rozen Maiden 0
Let's face it, the 2004 anime is how many people get into Rozen Maiden. However, though it's supposed to adapt the first manga, it really only adapts events for the first few episodes before branching off into its own story with its own take on lore and character personalities. Make no mistake, these two things are VERY different so recognise this when you watch the 2004 anime. The 2004 anime spans 2 seasons with the second season appearing with the subtitle "Träumend". An OVA appearing as "Rozen Maiden Ouvertüre" spans 2 episodes and can be watched at any point after watching episode 6 of season 2. 
The first manga, Rozen Maiden (2002), is the best piece of media to start off with if you're already sold on the series. However, accessablity is difficult with this one since a large bulk of the manga only has official translations, these translations being long since out of print. You can find unfinished fan translations for the first few volumes easily, but the rest of it should easily be found on a multitude of sites that aren't sites scanlation groups actually upload to.
Rozen Maiden 0 is another possible place to start off with since it predates events of the first manga and contains no spoilers for it either. As of now, English translations for it are not finished, so picking one of the other two good starting options would be better. HOWEVER, if you do choose this as your first taste of Rozen Maiden, make sure you disregard this next section as your next piece of media to read is the first manga (Rozen Maiden (2002)). Only after reading that should you continue onto the next section.
NEXT: the second manga (Rozen Maiden (2008)), anime by Studio DEEN (Rozen Maiden (2013/Zurückspulen))
Though the second manga initally seems like an alternative universe story, it does finish what the first manga started so this is your next read.
You can also watch the anime adaption by Studio DEEN. Unlike NOMAD's adaption, this one closely follows its source material, adapting Tale 1-25 of the second manga (worth noting that it does adapt bits of later chapters as part of a teaser for a second season that never happened, it's best if you stop watching after you hit the commerical break of episode 13 if you haven't read those chapters yet). Though it is mostly faithful, it does leave out bits from the source material and also has some pacing issues. If you start this section off with this anime, remember to read the second manga from Tale 26 onwards.
SIDE MATERIAL: lightnovels, spinoff manga, etc
LIGHTNOVELS
Schwarzer Wind and Kalkgrün Augen: These are essentially sidestories that take place during mid-to-late first manga. Neither of these are fully translated.
Die Zwillinge and Rot-Schwarz: These are much more "canon" than the previous two. Both of these have lengthy flashback segments detailing a previous awakening with Suiseiseki and Souseiseki (Zwillinge) or Shinku and Suigintou (Rot-Schwarz). Pigeon Wrath has fully translated Rot-Schwarz (available at https://desuchan.net/md/res/4366.html along with a few other translated chapters of other lightnovels) and Zwillinge has a shitty Google Translate translation at https://docs.google.com/document/d/1ito3lX0N2IU4Q2Bqme0mOxuJRIp1jZ4jI9USCvNab68/edit?usp=sharing.
SPINOFF MANGA (these are NOT produced by Peach-Pit)
Dolls Talk is a slice of life style spinoff featuring mostly on Hinaichigo. It has 3 chapters translated.
Maite wa Ikenai Rozen Maiden is a comedy gag manga that has yet to be translated at all. It has a bonus oneshot chapter released during Rozen Maiden 0's run named Zettai ni Maite wa Ikenai Rozen Maiden which is translated.
ETC
There is also a short OVA by NOMAD that is basically an episode of the in-universe show "Detective Kun-Kun" which can easily be found on Youtube (https://www.youtube.com/watch?v=31geWHRd7cw)
Some of the drama CDs released for the 2004 anime do have translations, viewable here (http://losthost.org/unyuunymous/index.html), among translations of fan content.