Pretty much everthing I know about REH I learned from the introductions to his books. He lived a vicarious, though tragically short lived existence. Amazing to think that all he wrote about Conan he wrote in a short space of time in the last 3-4 years of his life.
The only other man who could have possibly carried the Conan torch further (he did write some Conan stories, too) would be Robert Jordan, but alas, he's gone now as well.
There was a movie made that was biographical of Howard - "The Whole Wide World". I haven't seen it yet, but I mean to when I come across it. Like many movies, it's probably not very accurate, but it would be interesting to see.