Issues 1-20 of 'Oz' V1
Caliber Comics, 1994-1997
Written by Ralph Griffith and Stuart Kerr
Illustrated by Bill Bryan, Tim Holtrop, Bradley Walton 
The end of issue 20 has a 'Next Issue: Confrontation' tease, but it was actually the final issue of the main Oz series. This ongoing story was picked up again by Arrow Comics under the title 'Dark Oz'. Issue 18.5 'Daemonstorm' can be skipped entirely with no affect whatsoever. 'Daemonstorm' was a Caliber Comics 'crossover event' (the scourge of comics) using a bunch (maybe all) of the books they were publishing at the time. I included it for completions sake only and did not include the rest of the Daemonstorm books (because they aren't very good). It does add a bit of fun to the meaning behind page one of issue 19, but that's all.

Issues 0,1,1,1,1 of 'Oz' V2
Caliber Comics, 1995
Written by Ralph Griffith and Stuart Kerr
Penciled by Andrew Barlow, Daniel Preece, Paul Kowalski
Inks by Randy Zimmerman, David Hutchinson, Bradley Walton
Issue zero of this series is regularly confused as being the beginning to the main 'Oz' series, but it's not. Even the comicbookdb has it wrong. As they explain in the opening pages of the issue itself, both it and the four books that follow (Scarecrow, Lion, Tinman and Freedom Fighters) are a prequel to the main series. It's a story they couldn't fit in an already story-heavy 'Oz' monthly explaining how the world as we see it in that series came to be. You could certainly read this first if you wanted to, but read all five issues, not just issue zero.

Issues 1-3 of 'Oz - Romance In Rags' V3
Caliber Comics, 1996
Written by Ralph Griffith and Stuart Kerr
Illustrated by Bill Bryan and Tim Holtrop
Issue one of this series was released during a break between issues 15 and 16 of the main 'Oz' run. You could read all three issues here, or wait until after reading all twenty issues of the main series. I don't believe that either choice will affect the enjoyment of reading them or spoil any aspects of the others' plot. 

Issues 1-3 of 'Oz - Straw & Sorcery' V4
Caliber Comics, 1997
Written by Ralph Griffith and Stuart Kerr
Illustrated by Bill Bryan
This series was released around the same time as the last few issues of the main 'Oz' run, though I don't remember exactly if they were before or after, or where the story fits. I believe this should be read after the main series, but before 'Dark Oz'.

Issues 1-5 of 'Dark Oz' and the 'Wogglebug Dark Oz Special'
Arrow Comics, 1997-1998
Written by Ralph Griffith and Stuart Kerr
Illustrated by Bill Bryan
Wogglebug Written and Illustrated by Bill Bryan with an assist from Stuart Kerr
'Dark Oz' continues and concludes the story told is 'Oz' issues 1-20. The 'Wogglebug Dark Oz Special' goes after issues 1-5 of 'Dark Oz'.

Issues 1-9 of 'Land Of Oz'
Arrow Comics, 1998
Written by Gary Bishop and Bill Bryan
Illustrated by Bill Bryan, with an ink assists from William Messner-Loebs
'Land Of Oz' takes place after the events in 'Oz' and 'Dark Oz', but harkens back to a different land that is more closely related to the one we see in issue zero of Volume 2.