Here's info on light novels.
http://en.wikipedia.org/wiki/Light_novelsAlso, I suppose there's no problem with posting a link to the translations, since as far as I know there aren't any plans currently to bring the light novels here to America.
http://www.baka-tsuki.net/project/index.ph...Suzumiya_HaruhiHave fun. The first book covers the first few episodes (chronological, not broadcast order), although you get a lot more out of it. Also, the second book is all about the filming of the movie that is shown in the first episode (broadcast order this time). It really makes some things clearer. Also, some of the books are collections of short stories that were first published in some magazine. A few of these were used for some other episodes of the anime, like the one on the island. Major difference in that storyline is that Kyon's sister does not go with them to the island (although she may not have gone in the anime either, but I seem to remember she did).
I don't recommend that you skip any part of them, even if there is something familiar about it. You'll miss something new and fun.