This article is from the of the muppets FAQ, by Craig Silverstein with numerous contributions by others.
The press releases are perhaps the best place to get a sneak preview of what products are scheduled for release. Danny's Tough Pigs site also does an excellent job of keeping track of what's for sale out there.
_The Muppet Movie_, _The Muppets Take Manhattan_, and _The Great Muppet Caper_ are all out on DVD. Consensus is these DVDs are ok but not great -- either few extras, poor image quality, or both. On the other hand, _Muppets From Space_ and _Muppet Treasure Island_ are superb DVDs.
Time-Life has released a large Muppet Show collection. (See question 27.)
_John Denver and the Muppets_ is now available on DVD. It used to be you couldn't see this for love or money, but now half that situation is resolved! See, for instance, http://www.sonypictures.com/homevideo/catalog/catalogDetail_DVD043396015920.html