LLPSI Pars I, Familia Romana LLPSI Pars II, Roma Aeterna These are the two main books. Each has companion books such as exercise books and teachers' guides. After these two, you should be able to read Caesar's Commentarii de Bello Gallico, but Ørberg also has other books. As for whether the workbooks are worth it, I never used them, but then again I only read the main book for leisure, not in an academic setting or for serious study. If you're in the latter, then I'm sure the workbooks would help.
Also recommended in this reply