When it comes to the side materials most relevant to PMAS:
• Puella Magi Oriko Magica is obviously directly relevant, as are it's sub-spinoffs Noisy Citrine and Sadness Prayer.
• The Different Story has a ton of info on Mami and Kyouko's early partnership.
• Firn has been very stubborn on not letting it slip whether PMAS is set post Rebellion or not, but either way that movie has a ton of metaphysics info about magic, Madokami and the Incubators.
• Firn has explicitly said that a bunch of the metaphysics and characterization in Homura's Revenge are in play, although it didn't actually happen to our Homura.
• The Madoka Magica PSP game has a lot of relevant info, with particular interest being placed on the "Golden Ending" where Homura actually manages to beat Walpurgis without Madoka contracting.
• Puella Magi Kazumi Magica is very poorly written, and Firn has replaced parts of it wholesale, but I suppose that there might be some useful info for Asunaro interactions there.
• Puella Magi Tart Magica and Puella Magi Suzune Magica are almost entirely irrelevant to PMAS - Tart because it's set in France hundreds of years ago, and Suzune because the primary character we've interacted with from that series is the doomed mother figure who died in the backstory.
• Wraith Arc provides a ton of background info on Rebellion that helps clear up some of the mindfuck and expands on Homura's mental state in a post-Madokami world. It's... probably mostly canon in terms of mechanics and characterization, since it came out while Firn was still mostly trying to follow the official PMMM metaphysics. No guarantees though.
• Magia Record is the hot new thing in PMMM, but it's very hit-or-miss when it comes to PMAS canonicity. First off, the series is basically "canonically noncanon", since it explicitly details a "unique timeline" that is demonstrably different from the "main timeline" of the previous PMMM series (Original tv show + Rebellion). More pertinently, the mobile game has some really questionable characterization in some of the side missions that Firn doesn't like (particularly referring to Madokami and Nagisa), and Firn has decided not to read the five billion pages of text he'd need to to maintain lore consistency from it. So canonicity for Magia Record should basically be treated as "if one of the lore geeks brings up something from it that doesn't clash with Firn's plans, it's probably canon in PMAS".
• And last and most frustrating, Magica Online is a webgame that contains a ton of pertinent lore on the nature of magic and souls and that fleshes out a lot of the personality of the canon cast, and has been used in a ton of speculation in PMAS. It also shut down forever in 2015, and information from it has been maddeningly hard to find since, to the point that this thread is probably one of the better places to look.