My 2 cents:
The maps are fun, but get somewhat less interesting (or perhaps have less to say) as they go along. Ankh-Morpork was the first and best, and it’s quite engrossing. Discworld Mapp is also nice, and the kind of thing you think about framing and putting up on your wall (but, then, you think, I’d have to buy another copy of the map for the bookshelf!) Tourist Guide to Lancre isn’t as interesting or useful as a map (since it’s of a much smaller area), but the little booklet that comes with it is amusing. And Death’s Domain is the most disposable – it’s a pleasant little read, but probably not worth what you’d have to pay for it in the States.
As others have said The Science of Discworld is one-half a Pratchett story and one-half an odd popular science book; both halves work well. Science of Discworld II: The Globe is not as successful, and can be avoided without missing much.
The Discworld Companion is really for the very serious fans, but it’s pretty big, and fairly useful if you find yourself wondering which books have references to Bloody Stupid Johnson. There’s a new second edition just out in the UK (which I haven’t seen yet), which I assume is much like the first edition, only bigger. Given the cost of getting a hardcover from the UK, this is probably only for the more fanatical Pratchett fan, though it is excellent for what it is.
It is possible to cook from Nanny Ogg’s Cookbook, but I wouldn’t recommend it. The ingredients and measurements are all English, so there are instructions such as “Take a swede and set your gas cooker to three.” On the other hand, it’s often screamingly funny, with such recipes as Carrot and Oyster Pie (“Carrots so’s you can see in the dark and oysters so’s you’ve got something to look at”), Bloody Stupid Johnson’s Individual Fruit Pie and Nanny Ogg’s Maids of Honour (“take your eyes off 'em and they end up as tarts.”).
The back cover also has one of my favorite Nanny Ogg quotes: “They say that the way to a man’s heart is through his stomach, which just goes to show they’re as confused about anatomy as they gen’rally are about everything else, unless they’re talking about instructions on how to stab him, in which case a better way is up and under the ribcage. Anyway, we do not live in a perfect world and it is foresighted and useful for a young woman to become proficient in those arts which will keep a weak-willed man from straying. Learning to cook is also useful.”
This is being distributed in the US by Trafalgar Square, so you might be able to find it in larger bookstores or the on-line sellers (or you could try to special-order it).
The yearly desk diaries have a little bit of text (two dozen or so pages) and some good black & white illustrations by Paul Kidby (who also illustrated the Cookbook, the Maps and the new Companion, as well as doing the art for The Last Hero). But what they are, really, is a desk diary, so I’d only recommend getting the current year (at best), and then only if you actually need a desk diary.
If you do go after them, you can often get UK books cheaper in the US by ordering them from a Canadian bookseller – indigo.ca and Amazon.ca are possibilities.