It may not be the best solution, but it works for us:
There is one shelf of movies/dvds that the kids can play with and all the rest are off limits. I put just a few on their shelf along with some books and some smaller toys that I don't mind picking up, that really can't get torn or be hurt by small hands. This gives our kids something to play with that resembles mommy and daddy things but that don't really create a mess. It also lets them know some things are okay for them to play with and some things are not.
Now, how did I establish in their minds which shelves were theirs and which were off limits? I took them to the bookshelf and showed them the ones that were okay (yes, you can play with these) and the ones that were off limits (NO TOUCH). When they did touch the off limit ones I spatted their hand. After the third time all I have to do is look and they don't touch.
I have a 3 year old and a 1 year old. I introduced the shelf to each of them when they were able to get around on their own (crawling) and were able to "explore" :)