Personally I don't see why whether it's canon in the sense that it's part of the main storyline matters in the first place. It's still an official work, the characters exist there and have a connection to each other, therefore they're 100% valid.
Even though Different Story is not canon, the Drama CDs are, and the first issue of DS is pretty faithful to the CD.
Boy, wouldn't it be sweet if Sunny Day Life was canon.
Farewell Story was written by Masaki Hiramatsu. Whom also wrote the screenplay for Memories of You. There isn't an explicit answer to whether the CD's are canon or not. Just that they're official to the franchise. Consider everything official canon if you would. But remember, dare I mention that there's a terrible Christmas cake Mami spin-off that's officially published.
The PSP game, which was written by Urobuchi too, also corraborates with this fact.
And the PSP game had a route where Mami becomes an Idol and Sayaka confesses to Kyousuke.
Nez, don't get me wrong. The argument is on canon, shipping has nothing to do with it.
For me, if it's from an official source, I consider canon. However, sometimes they are clearly intended as a joke (Ume's 4komas), or creates inconsistencies/paradoxes/contradictions, so I mostly have to consider case by case.
In the end, it doesn't matter. Unless an official source says if it is canon or not, no one can be sure.