Our library doesn't carry the Felix books, either. They have these little letters that go into envelopes in the book that Felix sends home, and I'm sure those would be lost quickly. So it isn't the type of thing a library will buy. Maybe you could find them through eBay or a used book site called Alibris we have used in the past. My kid got a pretty good amount of use out of them, she loved the content AND the letter part of it. And the story line is sweet, too.
Regarding magazines, one my D loved was Muse. It is one of the Cricket magazines. Pricey, and you may be a few years away from ready for it, but my kids both loved it during late elementary/early middle school.
