Obviously Klonoa: Door to Phantomile > Klonoa 2: Lunatea's veil
But what about the others?
Some games have characters from Klonoa: Door to Phantomile and Klonoa 2: Lunatea's veil in the same game.
My personal order would be something along the lines of:
1. Klonoa: Door to Phantomile
2. Klonoa: Empire of Dreams
3. Klonoa 2: Lunatea's Veil
4. Klonoa 2: Dream Champ Tournament
5. Kaze no Klonoa Heroes: Densetsu no Star Medal
This is what I consider to be the "timeline" of the games.
As for Beach Volleyball and the wiimake...
You can play BV whenever, and you could play the wiimake in the original's stead, though I highly recommend playing the original. I mean, a hard copy of the original PS1 game in it's complete form is sorta challenging to come by, what with some people asking OUTRAGEOUS
prices for them, 'specially on eBay for some odd reason. So if you can't get your hands on a hard copy, I suggest downloading ePSXe or PCSX-Reloaded and emulating the game, as both of the afforementioned do their job quite well.