Dune, Dune Messiah, Children Of Dune, God Emperor Of Dune, Heretics Of Dune, Chapter House Dune.
Foundation, Foundation And Empire, Second Foundation, Foundation's Edge, Foundation And Earth, Prelude To Foundation.
The Rest Of The Robots, The Caves Of Steel, The Naked Sun
Galactic Empire novels:
Earth Is Room Enough, The Martian Way, The End Of Eternity, Asimov's Mysteries, The Gods Themselves, Nightfall And Other Stories, Nine Tomorrows
The last books in the Foundation saga connects all his writings into one complete saga of human expansion into space turning the two other series into preludes to the Foundation saga.