I have the second and third books, and just as soon as I finish 'World War Z' I intend to read them.
After you read them you should also read God Emperor, Heretics and Chapterhouse too. God Emperor was weird when I read it for the first time, I almost gave up, don't make that mistake, it's incredible. Heretics and Chapterhouse are great too and unlike many others I don't mind the ending.
Don't bother with the prequels, sequels and interquels written by Brian Herbert and kevin J. Anderson, they're so inferior it's not even funny. The Prelude to Dune trilogy has some nice moments but it feels like an alternate universe and the story could have been told in one novel, it didn't have to be a trilogy.
The Legnds of Dune trilogy takes the legend of the Buthlerian Jihad and turns it into nothing but a set-up for Brian Herbert's sequel to Chapterhouse, a shitty ending that really doesn't feel like it's ending the story Frank Herbert started.
I didn't even touch the books taking place between Dune and Dune Messiah, I've had enough of Brian Herbert's and Anderson's horrible prose, lack of imagination and disrespect for Frank Herbert's work.