Well, Final Crisis is officially underway, and it's been interesting so far. It's been a little more polarizing than Secret Invasion - while many people find SI 'boring' and 'slow', most are content to ride it out, as it's a traditional summer action blockbuster comic - with many people unsure of exactly what to think. Some are still confused - ignore them. They want to be confused. Some are bored. That's fine, that's their business. Some, however, are intrigued, and want to know more.
DC, however, does not want you to know more. They want you to read Countdown and Death of the New Gods, two widely reviled books that were meant to be set-up for Final Crisis but ended up just confusing the matter. So, as always, I'm here to step into the breach and do what Marvel did for Secret Invasion - offer a coherent road-map of compelling stories that lead up to Final Crisis.
Jack Kirby's Fourth World
Like everything on this list, this is wholly optional. These stories are old, a collection of materials from Jack Kirby that began to Fourth World as we know it. Since the Fourth World is so vital to Final Crisis, this makes excellent reading if you want to dig a little deeper into the mythos Morrison is dealing with in Final Crisis.
JLA: Rock of Ages
JLA: World War III
The Justice League of America is a group of perhaps the most recognizable characters in comics history. In his run awhile back, Morrison added significantly to their roster, and gave them the biggest threats they'd ever dealt with. Rock of Ages deals with Darkseid conquering Earth in the far future - the similarities between this and Final Crisis are obvious, so if you want to see another take on the story, check it out. And World War III, one of the most ridiculously epic stories ever put to print, provides a few hints as to where Final Crisis got it's beginning - why Earth is Darkseid's first target, and what we may become if he lets us thrive....
Seven Soldiers of Victory
That's only volume 1 of Morrison's four-volume story, and it's not the most important. If you want the most important to Final Crisis, you're looking for volumes 3 and 4, the two volumes in which Morrison's 7 Soldiers: Mr. Miracle series was published. Here, we see the first meeting between Boss Dark Side and Shilo Norman, and we learn how Shilo seems to be so in the know about the Crisis that's about to strike.
Again, this is only volume 1, but Final Crisis leads fairly directly from 52. An epiphany from villain Veronica Cale near the end is the perfect mood-setter, and the series as a whole offers some set-up on a few other things - who Renee Montoya is and how she became the Question, for one thing.
The Question: The Five Books of Blood
Speaking of Renee - how does she know all that she knows? She seems to know an awful lot about the Crime Bible, about the Dark Side, but how? This book will answer some of those questions as Renee goes in-depth in her investigation into the Religion of Crime from 52.
And that's it. Again, none of those are vital to enjoying Final Crisis. And there are a lot of books that I could add to the list for the tie-ins, things like Checkmate, Green Lantern, Green Lantern Corps, Flash, the Fastest Man Alive, and more. But, if all you want is the beef with the main story, those books'll give you some great, entertaining background.