There are several great novels as well. Start with the War of the Ancients trilogy explains alot about what is actually going on in game. There is also a book called Lord of the Clan ( I think thats correct) all about Thrall and his escape from Durnholde, which is now a Caverns of Time instance.

Also the Sunwell Trilogy is a graphic novel.

There are a few others as well. Check Amazon for a complete list.