Steve Jackson Games has released their annual Report to the Stakeholders, giving a look at how SJG did last year, covering both the good and bad, and to a lesser degree touching how the RPG industry is doing in general. If you have any interest in the ins and outs of the RPG market (even if you're not necessarily a fan of SJG's products), it's pretty much required reading.
The fact that the sales of GURPS is being driven more and more by PDF's, rather than books, is probably something that's telling of the industry in general (WOTC excluded, of course).
Edit: Posthuman Studios has also put up a year end review, which serves as a suitable 'compare-and-contrast' with SJG's report.
Second Edit: Green Ronin also has their yearly report posted.