Battle Angel Alita is the beginning of the story. There are about 9 graphic novels under this name.
Gunnm is the original name of it. Now there is a continuation of the novels called Last Order. Last Order picks up in the middle of the last book.(A fairly obvious place--2 pages of black with one lil picture) Last Order is a "complete sequel" as Kishiro put it.
As far as the anime, it was just 2 episodes ..45 min sounds right.. it isn't great.

For chronological order: start with battle angel alita, then last order but remember that last order cuts into the last book of battle angel alita.

as for the rest of the last book of battle angel..I guess just treat it as a alternate ending..

for the books: goto viz.com's store, they publish it so you can order it all from there.

hope this helps