The Wheel of Time canon is, compared to other fictional universes, mostly consistent and free from major controversies or problems, although there are some minor issues.
All material written by Robert Jordan can be considered to be fully canon. This would include the first twelve novels in the series, New Spring (which superscedes the earlier short story version) and The Strike at Shayol Ghul short story. Where material contradicts itself, such as the date of the Aiel giving Avendoraldera to the Cairhienin or the name of Manetheren's last queen, the more commonly-given reference is generally accepted as being correct.
The Gathering Storm, Towers of Midnight and A Memory of Light will also be canon. Although the overwhelming majority of these books will be written by Brandon Sanderson, he is working very closely from Robert Jordan's own notes and background materials.
Robert Jordan also wrote an article for the Christmas 2001 special of Dragon Magazine to accompany the release of the Wheel of Time roleplaying game (see below). This article focuses on the "normal" flora, fauna and animals of the main continent, and can be considered canon.
This consists of material approved of by Robert Jordan, but was not actually written by him.
The World of Robert Jordan's The Wheel of Time was mostly written by Teresa Patterson based closely on his notes. He also edited the book and approved it for publication. However, the book is based on the conceit that it is written by a historian of Rand al'Thor's time and may consist of deliberate misunderstandings, bias and disinformation, as with a work of real history. As a result, where the world book conflicts with the novels, the novels are accepted as being correct.
The Wheel of Time Roleplaying Game, published in 2001 by Wizards of the Coast, was written by a team of writers and editors, but approved by Robert Jordan, who also contributed a foreward. He also provided new, exclusive background information and notes for the book, such as the circumstances under which most of the modern nations were founded during the War of the Hundred Years, as well as never-before-seen maps of the capital cities of Illian and Tear. The book also gives the first in-universe unified name for the main continent, the Westlands. The book and its accompanying web enhancement (featuring material cut from the original book) is therefore accepted as a secondary source.
The Prophecies of the Dragon, published in 2002 by Wizards of the Coast, was again written by a team of RPG designers and approved by Robert Jordan. Due to the fact that the book mostly consists of adventures in which the player-characters can alter the history of the world and the storyline in the novels, naturally these player-generated elements are not considered canon. The status of the background materials, such as the description, location and lay-out of the city of Jara'copan or the names and locations of various villages on Toman Head, is less clear. For these reasons, although the book was approved by Robert Jordan, it should be given the lowest canonical standing of any Wheel of Time-related works.
The Wheel of Time PC game is not considered canon as it takes place in one of the alternate realities reachable only by portal stone, and the events and storyline of the game cannot be easily reconciled with the history of the world as presented in the books. In particular, the game ends with the Seven Seals being rendered inert, so destroying the physical seals has no effect on the Dark One's prison, which is direct contradiction to the novels.