I agree with Khanzumer. They should make some Oddworld figures, but they should spend lots of time on them. Some merchandising has turned out horrible (Planet of the Apes, for example), so they should make them high quality (like the Matrix toys) so they won't end up in the bargain bin at Wal-Mart. But I'm not sure they should take that risk yet. I bet they will have them when the movie comes out, though!
The only merchandise I have found is the stickers, posters, T-shirts and other clothing in the back of the AE manual.
PS: My room used to be boring, but now I have about 50 Simpsons figures in there
)