Where the Wild Things Are

I used this guide and found it was the best around (in my opinion), it includes all collectibles, points out good spots for miscellaneous achievements, and pretty much serves as a walkthrough.

http://faqs.ign.com/articles/103/1038843p1.html

See this link:

http://www.xbox360achievements.org/forum/showthread.php?t=19...

I take no credit for it; thanks to The Crimson0men for posting it at 360a.org. It's for the PS3 trophies, but it's still valid.

A tip that was brought to my attention by a friend: Collecting all the Geodes unlocks a cheat that shows you where all of the other collectible are.