We don't use Story of the World texts or activity guides, but I do have the cds going in our car ALL the time, by my daughter's request. She can't get enough of them. She's listened to Volumes 1 and 2 at least 3-4 times each. We are on volume 3 now (the first pass through). In addition, I just supplement with LOTS of books from the library. There are so many, and whatever subject we are currently on, I just do a search on amazon for books and then when I find some I like, I order them from the library.
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Also, I just ordered a bunch of magazines from Learningthroughhistory.com - I ordered two sets of their "packs" - one for American History and one for Modern European History. If we like them (we haven't received them yet), I plan to order the rest of their magazine packs.
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The "You Wouldn't Want to be....." series are excellent. My daughter loves them (I think she's read most of them - there are so many!)