My take has always been that the movies are Canon. Period.
That being said, I do consider short films like the Weyland TED Talk, The Crossing, and Advent to be covered by the same umbrella since they were created by the same people who made the films, staring the same actors who are playing the same characters, to tie directly in the the films. They go hand in hand.
Also, David's illustrations are Canon since they are in Covenant. And the Alien Romulus prequel comic also is covered since it was created specifically to tie into the film AND had Fede's direct involvement.
Oh, and the AvP films aren't canon anymore thanks to Covenant's retcon of the Alien origin.