That is confusing. So, using
This chart (only the first season, since it's the only way to arrange it), B (Kyon Order) would be the last way, and C (Haruhi order, the way I've been watching) would be the middle way, or the first if I pepper the second season in? I think I'm a little late to start watching the third way since I'm already on Live Alive, though I have not seen The Adventures of Mikuru Asahina yet, because I think it's listed as the last episode of Season 1 where I'm watching it.
Just looking at brief summaries without trying to spoil anything, it seems like by season would be the best way for me to do it right now, because the Sigh of Haruhi Suzumiya 5 part episode would probably be a better ending than what Tengu calls the "anti-climax" of the first season finale.
Edit: Just a quick search for the movie, does it not have a dub yet? All I can find are subtitled versions.