This is a basic overview for deciding which entries into the Leijiverse someone should view first and in what order. The original draft (it will likely be revised) is from a response I made in the forums and is largely inspired by chii's Gundam viewing order blog post; Same concept, just much more mindwarpingly overcomplicated.
There is one thing you need to keep in mind while going into the franchise that many don't seem to quite comprehend; there is no continuity. While some of the series may not directly contradict each other (i.e. Queen Emeraldas and Maetel Legend don't have any direct continuity conflicts), any attempt to make all (or any decent number) of Matsumoto's work fit into one continuity is futile and will only result in migraines (if you want more information as to why, just read this). The core concepts, technology, and characters may be the same (i.e. Harlock's character is pretty consistent in each entry, regardless of any change in back-story), but key plot details will vary based on whether or not Matsumoto decided that they would help or hurt that particular work. Unless two works are direct sequels (as in they were made directly after one another), you cannot expect them to fit perfectly, even if one references an event from another. Since there's no perfect timeline, I'll give some basic guidelines on when some should be watched relative to others.
The direct sequels (i.e. ones with little to no contradictions) are as follows:
*Arcadia of My Youth -> Arcadia of My Youth: Endless Orbit SSX
*Galaxy Express 999 (movie) -> Adieu Galaxy Express 999 -> Galaxy Express 999 Eternal Fantasy
*Maetel Legend -> Space Symphony Maetel / Queen Emeraldas
*Galaxy Railways -> Galaxy Railways II
The best ones to start with would probably be the first GE999 movie (it's essentially a re-imagining of the TV show and is, in my opinion, superior to its predecessor) and/or the Harlock movie Arcadia of My Youth. These two should introduce you to most of the main characters and their motivations, personalities, etc. Also, both are pretty damn awesome.
Gun Frontier is little more than a 13 episode Omake, and is completely skippable.
Make sure to watch either the GE999 movie or TV series before tackling Galaxy Railways so that you'll have a bit of background on the technology and universe. The same goes for Maetel Legend and Space Symphony Maetel.
While not really a sequel, it's best to have seen (at least part of) the original Harlock TV show before watching Cosmo Warrior Zero, and there are parts of Endless Odyssey that make absolutely no sense without having seen the TV show.
Despite being a sequel to Maetel Legend, Queen Emeraldas doesn't really require much background, and is probably the most in-dept presentation of it's title character. Harlock Saga only requires you to vaguely know who the main Harlock cast is, although a decent knowledge of Wagner certainly helps.