Spyro: Year of the Dragon (This should come before the events of the GBA games, or Grendor and company would be out of place) Spyro: Enter the Dragonfly (It is set IMMEDIATELY after the Sorceress' defeat, since the coming of the Dragonflies is an event that co-incides with the hatching of the Dragons).
Spyro 2: Gateway to Glimmer (references made to original game in introduction). Spyro the Dragon (This seems to almost be a given - none of the Dragons seem to consider him of worth thus he needs to prove himself). I believe that this is the most accurate way to order the games My two-cents (about the chronological order, not the fate of the LoS characters).