Harmonica Information Press (HIP) is a very cool magazine. Created by Winslow Yerxa (frequent contributor to harp-l-digest), the cost is around $30 a year, for 6 issues. Winslow goes into Great detail on positions, scales, excercises, tecniques, etc. This is THE most comprehensive publication I've seen on the subject. But be forewarned: I suscribed 3 years ago, and so far have recieved 4 issues. Winslow took on a monumental task in founding this mag, and, partially due to his need for completeness, everything takes much longer than he or we expected. On the upside, I have yet to completely cover all the info in the 1st 4 issues, so the wait on the 5th and 6th isn't such a problem. If you subscribe, he'll start you with issue #1, and by the time you get to #5, it may be ready...
Another one is American Harmonica Newsletter (also found on harp-l-digest). This one is a little more folksy, middle-america, but it DOES come ON TIME, and contains useful charts and scales etc.