Yes indeed!
There are some comics, novels, and hard to find short stories that are both good quality, and are either written, outlined, or at least overseen by series creator JMS and are therefore largely 'in canon' and fit in the universe of the TV show/movies very well.
Rather than list them all, the quickest solution is probably to just point you at
this page on Wikipedia.
In the first list of nine novels, only 7 and 9 are generally considered worth bothering with, and they are both excellent and shouldn't be too hard to find.
The three trilogies are all very good, however you may find the Centauri Prime book 3 and - to a lesser extent - Passing of the Technomages book 2 tricky to find, and may have to look on eBay for an ex-library copy or something.
The comics vary in quality, but some are very good (the In Valen's Name series is fantastic), and again eBay is your best bet, either for the individual issues or paperback collections.
The real problem is the short stories. They are very good indeed, but very hard to track down (legitimately anyway) as they were never reprinted from the original magazines. eBay is once again the best bet to find copies of the original magazines.
