Short answer: A hell of a lot. A few novels, a lot of comic books (limited edition comes with a comic book), soon an official soundtrack, a board game, a chess board, D&D game (I think), and other stuff.
Including quite a bit on Ghost, the lazy fuckers. =/
Man I read through all the lore in the strategy guide. Some of it put the game in a great perspective and was actually really fascinating, especially with the Xel'naga and the relationship between Protoss and Zerg.
Also, to a lesser extent, Terrans and Earth. Playing the game makes you feel you're only jumping into the middle of it, so reading up on the lore was pretty important for me.
Apparently the Xel'naga are going to return or something. I AM EXCITE.
Also, not as related but still cool (old stuff is old):
Starcraft: First Contact (specifically the awesome video)