We really should post a comprehensive list here somewhere.
I'm afraid it's not always easy to put them in catagories - some like Monstrous Regiment, The Truth and Moving Pictures are quite hard indeed. But I'll try.
Discworld
1. The Colour of Magic (1983) - Rincewind
2. The Light Fantastic (1986) - Rincewind
3. Equal Rites (1987) - Witches
4. Mort (1987) - Death
5. Sourcery (1988) - Rincewind
6. Wyrd Sisters (1988) - Witches
7. Pyramids (1989) - Gods
8. Guards! Guards! (1989) - Watch
9. Eric (1990) - Rincewind
10. Moving Pictures (1990) - Erm...
11. Reaper Man (1991) - Death
12. Witches Abroad (1991) - Witches
13. Small Gods (1992) - Gods
14. Lords and Ladies (1992) - Witches
15. Men at Arms (1993) - Watch
16. Soul Music (1994) - Death
17. Interesting Times (1994) - Rincewind
18. Maskerade (1995) - Witches
19. Feet of Clay (1996) - Watch
20. Hogfather (1996) - Death
21. Jingo (1997) - Watch
22. The Last Continent (1998) - Rincewind
23. Carpe Jugulum (1998) - Witches
24. The Fifth Elephant (1999) - Watch
25. The Truth (2000) - Erm...
26. Thief of Time (2001) - Erm...
27. Night Watch (2002) - Watch - sort of
28. Monstrous Regiment (2003) - Erm...
29. Going Postal (2004) - Moist von Lipwig
30. Thud! (2005) - Watch
31. Making Money (2007) - Moist von Lipwig
32. Unseen Academicals (2009) - Wizards I guess
Tales of Discworld (2000)
The Last Hero (2001) (with Paul Kidby) - Rincewind and others
Bromeliad
1. Truckers (1988)
2. Diggers (1990)
3. Wings (1990)
The Bromeliad (omnibus) (1998)
Johnny Maxwell
1. Only You Can Save Mankind (1992)
2. Johnny and the Dead (1993)
3. Johnny and the Bomb (1996)
The Johnny Maxwell Trilogy (omnibus) (1997)
Discworld (Non fiction)
The Discworld Fools' Guild Yearbook and Diary 2001 (2000)
The Science of Discworld (1992) (with Jack Cohen and Ian Stewart)
Streets of Ankh Morpork (1993)
The Discworld Companion (1994)
The Pratchett Portfolio (1996)
Discworld's Ankh-Morpork City Watch Diary (1998)
The Discworld: Day-to-Day Calendar (1998)
A Tourist Guide to Lancre (1998) (with Stephen Briggs, Paul Kidby)
Death's Domain: A Discworld Mapp (1999) (with Paul Kidby)
Discworld - Mini Calendar 2000 (1999)
Discworld Assassins' Guild Yearbook and Diary 2000 (1999)
Nanny Ogg's Cookbook (1999) (with Stephen Briggs, Tina Hannan)
The Discworld Calendar: 2001 (2000)
The Discworld Mapp (2000) (with Stephen Briggs)
Discworld Also (2001)
The Discworld Calendar: 2002 (2001)
The Discworld Fools' Guild Yearbook and Diary 2002 (2001)
Discworld Thieves' Guild Diary 2002 (2001)
Discworld Guild Diary 2003 (2002)
Discworld Roleplaying Game (2002) (with Paul Kidby, Phil Masters)
The New Discworld Companion (2002)
The Science of Discworld II: The Globe (2002)
Discworld Calendar 2004 (2003)
The Art of Discworld (2004) (with Paul Kidby)
The Celebrated Discworld Almanac (2004)
Discworld Calendar 2005 (2004)
The Science of Discworld III: Darwin's Watch (2005)
The Ankh-Morpork Post Office Handbook: Discworld Diary 2007 (2006) (with Stephen Briggs)
Terry Pratchett's Hogfather Discworld Calendar 2007 (2006)
The Unseen University Cut Out Book (2006)
Terry Pratchett's Discworld Collectors' Edition Calendar 2008 (2007)
The Folklore of Discworld (2008) (with Jacqueline Simpson)
Terry Pratchett's Discworld Collectors' Edition Calendar 2009 (2008)
Terry Pratchett's Discworld Collectors' Edition Calendar 2010 (2009)
Discworld omnibus
Death Trilogy (omnibus) (1998)
The City Watch (omnibus) (1999)
The Colour of Magic / The Light Fantastic (omnibus) (1999)
Gods Trilogy (omnibus) (2000)
Discworld (Childrens)
1. The Amazing Maurice and His Educated Rodents (2001)
2. The Wee Free Men (2003) - Tiffany
3. A Hat Full of Sky (2004) - Tiffany
4. Wintersmith (2006) - Tiffany
Discworld (picture book)
Where's My Cow? (2005)
Novels
The Carpet People (1971)
The Dark Side of the Sun (1976)
Strata (1981)
The Unadulterated Cat (1989) (with Gray Joliffe)
Good Omens (1990) (with Neil Gaiman)
Nation (2008)
Collections
Once More* with Footnotes (2004)
Plays
Going Postal: Stage Adaptation (2005)
Jingo: Stage Adaptation (2005)
Terry Pratchett's Hogfather: The Illustrated Screenplay (2006)
Sourcery: The Illustrated Screenplay (2008)
Illustrated Books
The Illustrated Wee Free Men (2007)
Non fiction
Lu-tse's Yearbook of Enlightenment (2007) (with Stephen Briggs)
The Wit and Wisdom of Discworld (2007)
Anthologies containing stories by Terry Pratchett
The Unfriendly Future (1965)
Gaslight and Ghosts (1988)
Hidden Turnings (1989)
Digital Dreams (1990)
After the KIng (1992)
Shivers for Christmas (1995)
The Wizards of Odd: Comic Tales of Fantasy (1996)
Cyber-Killers (1997)
The Flying Sorcerers (1997)
Knights of Madness: Further Comic Tales of Fantasy (1998)
Legends (1998)
Legends 3 (1998)
The Mammoth Book of Comic Fantasy (1998)
Vintage Science Fiction (1999)
Short stories
The Hades Business (1963)
Twenty Pence with Envelope and Seasonal Greetings (1987)
Final Reward (1988)
Sphinx (1988)
Turntables of the Night (1989)
# ifdefDEBUG + "world/enough" + "time" (1990)
Hollywood Chickens (1990)
Troll Bridge (1992)
Theatre of Cruelty (1993)
The Sea and Little Fishes (1998)
Welcome to the site by the way!