The Guide

The World of Robert Jordan's The Wheel of Time, more commonly known as "The Guide," is a "companion book" to TWOT which Tor published in November, 1997. It is by Robert Jordan and Teresa Patterson, and is basically a compilation of background and setting material for TWOT. It contains information about "the world's geography, history, and sociology." [Guide: Preface, 9] A lot of the information is stuff which we already know from the series proper. There is also new information about topics like the AOL, the founding of the White Tower, Artur Hawkwing, and the Seanchan. The book contains artwork from the books (icons, maps, and cover art), and some new art (which is generally considered to be less than stellar). John Novak adds, "The Guide's framing device (or conceit) is that it is a history written by someone from within the Wheel of Time. Hence the first pages claiming that documents are copies of copies, etc. As such, some readers do not consider the material canon."

New Spring (A Wheel of Time Prequel Novel)

The title pretty much explains it. New Spring, published in January of 2004, is an expanded version of the 79-page novella which RJ wrote for the Tor anthology Legends, published in early 1998. The Legends version tells the story of how Lan and Moiraine met, and the beginning of Moiraine's search for the Dragon Reborn; the novelized version also features Moiraine and Siuan as Accepted in the Tower, on the day the Aiel War ends and the Dragon is Reborn. IMO, it's pretty good.

Legends itself is a collection of "new stories by the best-known and most accomplished modern creators of fantasy fiction, each one set in the special universe... that made that writer famous." [Legends, Introduction by Robert Silverberg] The other writers featured in the volume are Stephen King (Dark Tower), Terry Pratchett (Discworld), Terry Goodkind (The Sword of Truth), Orson Scott Card (Tales of Alvin Maker), Robert Silverberg (Majipoor), Ursula K. Le Guin (Earthsea), Tad Williams (Memory, Sorrow and Thorn), George R.R. Martin (A Song of Ice and Fire), Anne McCaffrey (Pern), and Raymond E. Feist (Riftwar).

The Wheel of Time Encyclopedia

At Dragon*Con 2005, Harriet McDougal announced that she had signed a contract with Tor Books to edit together an encyclopedia based on her husband's series. The final manuscript is due to Tor "a year after the publication of the final Wheel of Time novel".  Assuming that A Memory of Light is published in early 2012, the latest we can expect to see this on shelves is 2013.

The YA books

From The Two Rivers and To The Blight

From The Two Rivers and To The Blight are a YA version of TEOTW, split into two volumes and published in January of 2002. The text is essentially unchanged from the original, except for the addition of a prologue chapter (featuring the characters in their younger years, before the start of the series) to FTTR and a new glossary at the end of TTB. Both books are illustrated.

The Hunt Begins: The Great Hunt, Volume 1 and New Threads in the Pattern: The Great Hunt, Volume 2

Same thing, next book (though different publisher, and there does not appear to be any supplemental material added). Published in February of 2004.

The ISBNs of all these books are given in Section 0.04.