Books, then TV, then movies, in that order, because each occupies a different level of storytelling.
With books, you can get the full picture as YOU see it. Television lets you see the story the way the producers see it, and you get more time for character and plot development than you would in a movie. Movies are brilliant simply for the fact that they can (usually) cram all the character and plot development you need into just a few hours. So though the last two are mostly passive on the viewers' end, and I prefer a more active role (thus I prefer reading), they all tell their stories in a different way and all are fascinating to take in and analyze, study, and simply enjoy.