Right now, I only have the game and the (flawed) Strategy Guide that Prima put out.

I always forget about the official action figure set + official abridged manga. I think the set's missing a couple characters though (Meru + Miranda). And, according to Wikipedia, the manga pushes many of the major plot points to the side. From time to time, I'll see random TLoD doujinshi on E-bay, but; unfortunately, I'm free of extra money right now an unable to decipher Japanese text. So, abounds.

Someday, though, I'd like to purchase one of the two soundtracks that are available.