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So we're getting started with Pathfinder one of these days and I've already started reading the Core Rules book, which is surprisingly light on fluff regarding the whole setting. Personally I can't get into a setting until I've had a taste of the fluff.

Are there any books or publications out there that flesh out the Pathfinder world?

Depending on what area you're interested in, there's a gakload of splat books out there detailing pretty much every country in existence (Cheliax: Empire of Devils being an out of print favorite, given that it gives information on their legal system for my Hellknight to work within). I'd also pick up the Inner Sea World Guide, which covers everything albeit in less detail than the splat books. Finally, there's another gakload of novels by a variety of authors. None that I've read are terribly good, but then they're no worse than the average Black Library fare (and share a lot of the same authors, come to think of it).

Thanks, I'll start with the Inner Sea world guide then and work my way out from there!

Note that this assumes your GM is going with Golarion. If he's doing a homebrew campaign world or one by a 3PP you're up gak creek.

Hehe, knowing him..

Yeah, I would say Inner Sea World Guide as well as the Pathfinder Chronicles books...
http://paizo.com/pathfinder/campaignSetting/pathfinderRPG

Basically anything on that page, though the Inner Sea World Guide is what I'd suggest before any of the chronicles.

Also there are Pathfinder novels too, but I've never read them, so I can't attest to their quality.

The Inner Sea World Guide is a must IMO. I enjoy just flipping through the book. I think there are quite a few out of print books that details their background and history. I also enjoy the chronicles books as well.