I've played way too many pen and paper RPGs in my life, if you have a quality DM its the best game out there way better than on a computer. I'd actually still play but its too hard to get a game together.
Here are the ones I played
D&D Basic and Advanced
Robotech RPG
Star Wars RPG
Star Frontiers
Forgotten Realms
TMNT RPG
Twilight 2000 RPG (WWIII)
Warhammer
Some HP Lovecraft RPG
et.al.
As far as the books go the D&D Dragonlance Chronicles trilogy and the Forgotten Realms Dark Elf Trilogy are light years better than the Lord of the Rings.
I've played the Hero Quest board game but not the computer game.
I paint the Warhammer and WH40K miniatures, but don't play(unless you count the WH40k computer game, Dawn of War). I find painting them to be relaxing and I think that the Games Workshop stuff is some of the better stuff out there (although not recently, now making everything out of plastic, when they used to be metal)