Heat oven to 350°F. In medium bowl, mix cracker crumbs, pecans and melted butter. Press in bottom of ungreased 13x9-inch pan.
Sprinkle cereal and pretzels over crust. Layer vanilla chips, chocolate chips and coconut over pretzels. Pour condensed milk evenly over top.
Bake 25 minutes or until lightly browned. Cool completely, about 45 minutes. For bars, cut into 5 rows by 4 rows. Store covered at room temperature.