RedFive said:

Also I don't know if you've seen any of the comics he's done, but they help link the show to the movie better (for example, it shows the fate of the "hands of blue" guys).

There's also a more recent comic out - Serenity: The Shepherd's Tale - that explains Shepherd Book's history with the Alliance. It's very good, but it's too bad that we never got to see it on the screen.

Apparently there's another one about Wash's pre-Serenity days, as well, but I haven't read that one yet.