DVDs: Ghost in the Shell and Innocence boxset (plus the Ghost in the Shell 2.0 remaster of the original movie); Stand Alone Complex 1st GIG boxset; Stand Alone Complex 2nd GIG boxset; Stand Alone Complex: The Laughing Man; Stand Alone Complex: Individual Eleven; Stand Alone Complex: Solid State Society
Manga: Ghost in the Shell; Ghost in the Shell 2: Man-Machine Interface; Ghost in the Shell 1.5: Human Error Processor
Which - apart from the soundtracks - is pretty much everything that I think is worth owning. There's also a Stand Alone Complex manga, but from what I understand it's basically the equivalent of a novelisation of the anime series rather than something unique, so I'm not really interested in it.
Now I'm just waiting for Ghost in the Shell: Arise to get DVD releases over here. The first two parts will be released on the 24th of November, but I don't believe parts 3 and 4 have a release date yet.