Golden Compass Resources
Concordia Publishing House has a free downloadable resource, in various formats, designed to facilitate an adult bible class conversation, youth group or other small group discussion, or for personal reflection.
The Lutheran Church–Missouri Synod posted an article on The Golden Compass which provides good food for thought.
The journal, First Things, has a good review which was published when they first appeared.
My take on it? Don’t bother with the movie or the books. No point in putting money in the pockets of people who are clearly intent on attacking and destroying the Christian faith. Better to read the Chronicles of Narnia or The Lord of the Rings, and watch the movies based on those books.