Ah-ah! Do NOT watch 'In The Beginning' first as that list suggests. Seriously, *huge* spoilers. ITB is a prequel story that fills in a lot of blanks, so it is best left until at least after season 4.
Simplest thing to do it watch 'The Gathering' (special edition preferably) then the five seasons, then the movies in whatever order you feel like. Really, aside from 'A Call to Arms' which was a transition into the 'Crusade' spin-off, they're just stand alone stories and once you've seen the show already, it doesn't matter which order you view them in.
If jms himself says it's okay to watch "In the Beginning" first, then it's a viable alternative. Personally, I feel it works better when you don't know what it reveals until seen in the original broadcast sequence after S4. I liked going back to revisit "history" so to speak.
I always watch "In the Beginning" first, simply because, as the title suggests, it's In the beginning. That, plus I've re-watched the series so many times now that there are no spoilers left.
The very first time I saw the show however, I did not watch it first, stupidly assuming that the movies made after the series were meant to be seen that way, and it annoyed me no end. The whole "Londo flashbacks" scenes are irrelevant. The point of the movie is the Earth-Minbari war which took place ten years before the first season, so that's the proper place for it.
But hey, that's just what I do.