My own internal "rule" tends to be that the highest level of canon for a given work is found only in the medium that it was "intended" for (I use quotes because this can be subjective).

In the case of Twin Peaks, for me that means the TV show is the highest level of canon, FWWM is slightly less so, and everything else is to be taken with a grain of salt.

"Harry, I'm going to let you in on a little secret. Every day, once a day, give yourself a present. Don't plan it, don't wait for it, just let it happen. Could be a new shirt at the men's store, a catnap in your office chair, or two cups of good, hot, black coffee. Like this."  -Dale Cooper

"Harry, I'm going to let you in on a little secret. Every day, once a day, give yourself a present. Don't plan it, don't wait for it, just let it happen. Could be a new shirt at the men's store, a catnap in your office chair, or two cups of good, hot, black coffee. Like this."  -Dale Cooper

"Harry, I'm going to let you in on a little secret. Every day, once a day, give yourself a present. Don't plan it, don't wait for it, just let it happen. Could be a new shirt at the men's store, a catnap in your office chair, or two cups of good, hot, black coffee. Like this."  -Dale Cooper

yes, but in this case, I prefer to be wrong compared to believing Dick and Lana were meant to canoodle in a broom closet and superimposed images of Little Nicky dancing in Andy's head. 

When most of the actors are complaining, I think something took a wrong turn in the intended canon vault.

The fact that you (reasonably) don't like something doesn't make it less valid, or less "canon"...

My opinion is that if something outside the series or the film (more on that later) contradicts what it's shown onscreen then it's not valid and that includes the scripts... We don't see from where Jeffries is coming, but the script says he comes from Buenos Aires; nothing onscreen contradicts that so I take it as valid. On the other hand in the script Teresa is killed in the woods, but obviously that's not what we saw, so that information is incorrect... The Access Guide says that the Tim in Tim & Tom's Taxidermy (mentioned by Pete) is no other than Mr. Tim Pinkle; since the series doesn't say if that's true or untrue, I also take it as valid...

Now, FWWM...

The film was directed by Lynch, it contains the true ending of the whole thing and gives answers to many, many things... I see it as canon, right on top with the rest of the show... The fact that some people like it less than the show or consider it something different, without the same mood, the black sheep of TP is completely meaningless... And contradictions and mistakes with the rest of the show are that, mistakes, like many others within the show itself... Is the Pilot (also directed by Lynch) less canon because of the different sets, because we don't see Jacques at the Roadhouse, etc.? What is the canon answer: that the blood that is AB negative is Leland's or Jacques'? All those are goofs and must be considered as such...

So as I see it there are only two levels of canonicity, 1) Show and film and 2) The rest (scripts, books, etc.) 

Whether or not people like it as much as the series has nothing to do with it. I like FWWM better than most of the second season of TP, but I still consider the second season to be a higher level of canon.

Or, to add in another Star Wars analogy, I don't like the prequel movies nearly as much as the original trilogy, but I still consider them to be on the same level of canon.