Wired Intelligent Edge

I am seeking to connect two Procurve 2530 48 port switches together. I have the main connection going into one switch from a Watchguard XTM 3 series firewall with a builtin switch and was trying to figure out the best way to connect all three of these devices together. Should i just daisy chain them together or configure them as a triangle then configure STP? If STP is the case can someone provide some insight regarding setting up STP on these devices if and what i should consider?

Thanks 

Your diagram looks sensible.

1st step is to check what versions of spanning tree the devices can use to interoperate and configure them accordingly.
Make sure you use a version that does "rapid".

2nd step is to configure your firewall/switch with a lower STP priority.

3rd step is to configure the "edge"(ie, not link ports) Procurve switchports as admin-edge-port 

4th step is to configure the "edge" ports with either:

     - bpdu-protection (disables ports that receive a BPDU), or

     - bpdu-filtering (ignores BPDUs), or

     - root-guard (allows and uses BPDUs, but will not allow the STP root to move to these ports)

5th step is configure loop-protect on all "edge" ports.