They do still give out swag, though few are as awesome as in the olden days. I got a Zelda: Twilight Princess guide and soundtrack two years ago, a Phantom Hourglass guide last year, and when I renewed my subscription this year, I was supposed to get a posterbook, but they ran out and just sent me a player guide for Mario Galaxy (or was it Mario Kart?) They sell posterbooks at newsstands - they're on their second or third volume now - and it's like 33 posters for $10, or you can probably ask for it if you subscribe. (That's what I did with the Twilight Princess bundle since it was no longer advertised.)
And for the record, original NP was awesome, then the quality took a nosedive during the N64 days, and now it's awesome again. Maybe even more awesome now since it manages to stay relevant in these days.