The Phantom Menace
Attack of the Clones
The first disc of Genndy's Clone Wars (Clone Wars Volume 1)
The First Chapter of Clone Wars Volume 2
All of the CGI Clone Wars stuff so far. The Movie would not come first chronologically, as there is at least one episode (The Hidden Enemy) set earlier.
The rest of Clone Wars Volume 2
Revenge of the Sith
Droids
A New Hope
The Holiday Special
Empire
The Two Ewok movies
Ewoks
Jedi
And no, I don't think you missed anything.