Hello, it just so happens that I recently started to research this subject as well

As of now I think that I compiled a list of sources which would give you a full picture of preWoW Warcraft lore. I'm not sure however as of canonicity of many of the sources which I was able to find, perhaps we will be able to sort through them.
Games:
Warcraft: Orcs & Humans (1994)
Warcraft II: Tides of Darkness (1995)
Warcraft II: Beyond the Dark Portal (1996)
Warcraft III: Reign of Chaos (2002)
Warcraft III: The Frozen Throne (2003)
Game manuals:
Warcraft: Orcs & Humans manual (1994)
Warcraft II: Tides of Darkness manual (1995)
Warcraft II: Beyond the Dark Portal manual (1996)
Warcraft II: The Dark Saga manual (1997)
Warcraft III: Reign of Chaos manual (2002)
Warcraft III: The Frozen Throne manual (2003)
Books:
Warcraft: Of Blood and Honor (2000)
Warcraft: Day of the Dragon (2001)
Warcraft: Lord of the Clans (2001)
Warcraft: The Last Guardian (2002)
RPG books:
Warcraft: The Roleplaying Game (2003)
Warcraft Roleplaying: Magic & Mayhem (2003)
Warcraft Roleplaying: Manual of Monsters (2003)
Warcraft Roleplaying: Alliance & Horde Compendium (2003)
Warcraft Roleplaying: Lands of Conflict (2004)
Warcraft Roleplaying: Shadows & Light (2004)
That would be all? RPG books are potentially very rich source, but, again, I'm not sure of their canonical status... Even relative to preWoW era. RPG books, on the other hand, seem to align with WoW lore the most. As far as I know it's in them that night elves are introduced into the Alliance for the first time for example.