I have purchased several of these items off of Ebay. In a lot I picked up the DM and Bobby puzzles along with three slide puzzles and two TSR puzzles for less than $20.00. The records usually sell for less than $10.00. As for the sticker books and kids clothes I don't have a clue. Hope this helps.

There is a website. Lists all the non-paper D&D items.

The prices for these items are highly variable.  In the past, the D&D toy/miscellany and module/game collectors have looked down on one another to some degree; there's not much crossover between the two.  Fortunately, that is changing recently, as awareness spreads in general, completists look for new collecting fields, and people "cross the fence."  Interest in things like the First Quest Music Album have led to Quest of the Riddles and other similar releases becoming more popular.

I could quote you two sets of prices for most of these items; it really depends on who you talk to.  I've gotten quite a trade surplus by trading for cheap toys from collection buyers, and trading them at toy/collectible conventions.  The UK D&D cartoon 1986 annual, for example, is only worth cover price to a game collector, as a curiosity, if that; but in good, uncolored condition, with crisp pages, it can fetch about $20 cash or $40 in trade value ... again, if you talk to the right people.  Demand is low unless you stir it up intentionally.

The best way to establish a value for these items (in addition to eBay watching and attending collectible shows) is to contact the toy collectors.  The toy collectors will give you a high value for D&D cartoon-related items; the game collectors will give you a low value.  eBay tends toward the high, but not maximum.  Averaging the three would give you a good baseline.

Short answer - I don't know of any one pricing resource for all of the items.  This is partly due to the small size of the collector base, but also because the collectible-collectors tend to trade a lot more than they buy and sell.  It's a different mentality, more relationship-based than monetary; and condition is, of course, everything.

Kumachans Toy Museum -- Advanced Dungeons & Dragons
Role:  Information on some of the toy figures
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Toy Dreams UK -- Dungeons & Dragons
Role:  Some information on the LJN toys
Toydreams - Advanced Dungeons and Dragons

Toy Lists -- Advanced Dungeons & Dragons
Role:  Quick summary of LJN toys
T.O.R.C.H. - Toy Lists: Advanced Dungeons & Dragons

Toys and Games from the Realm
Role:  A bit more information on the LJN toys and the cartoon
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