1. The Lightning Thief (2005)
2. The Sea of Monsters (2006)
3. The Titan's Curse (2007)
4. The Battle of the Labyrinth (2008)
5. The Last Olympian (2009)
Bonus:
* Percy Jackson's Greek Gods (2014): A retelling of Greek mythology from Percy's perspective.
* Percy Jackson's Greek Heroes (2015): Another retelling, this time focusing on Greek heroes.
Beyond the original series:
* The Heroes of Olympus (2010-2014): A five-book series that continues the story with Percy and his friends, but also introduces new characters.
* The Trials of Apollo (2016-2020): A five-book series where the god Apollo is turned mortal and must learn about humanity.
* The Kane Chronicles (2010-2012): A series by Rick Riordan set in the same universe, featuring Egyptian mythology.
* Magnus Chase and the Gods of Asgard (2015-2017): Another Rick Riordan series, this one featuring Norse mythology.
It's worth noting that Rick Riordan has also written several short stories and companion books related to the Percy Jackson world, including "The Demigod Diaries."