The most useful to me are or will be
For DND
Unearthed Arcana: I love the environmental races, most of the class variants, weapon groups, action points, death and dying, and several other variants (e.g., spontaneous divine casting)
Psychic's Handbook (Green Ronin): I love the treatment of the subject. Mechanically, I think it kicks butt over Psionics Handbook and Expanded Psionics Handbook.
Shaman's Handbook and Witch's Handbook from Green Ronin: The books are well done and I prefer the in depth examination of a single class approach to that of WOTC's Class books.
I have several more books on my list to incorporate into my game. Of them, I see the following as being very useful. Some of these I need to buy and some I have only acquired since my DND game has been on hold.
Currently have:
Artificer's Handbook (MEG): New rules for item creation! I received the pdf and was impressed on first look.
Elements of Magic: Revised and Elements of Magic: Lyceian Arcana : I just got these
Need to buy:
Advanced Bestiary
Beyond Monks
Book of Iron Might: I definitely need to buy this. I love the build a maneuver system. I like that the maneuvers are not organized into schools with built in flavor as per Bo9S as well as an absence of several Bo9s maneuvers.
Book of Templates Deluxe
Complete Book of Eldritch Might (I have a pdf of the first book)
Experts 3.5
Fantasy Occupations
Masters of Arms
Magic Medieval Society: Western Europe
Medieval Handbook
MM2
Fiend Folio
For d20 Modern
For d20M, I found the following books to be most useful. If not for them, I wouldn't have touched d20 Modern.
Blood and Fists: In my opinion, the best d20 treatment of martial arts.
Elements of Magic: Mythic Earth: The way I wish d20 magic had been done from the start.
Psychic's Handbook: Yes, I am listing it twice. I think it is that good.
OGL
I love Green Ronin (or is it just the work of Steve Kenson and Mr. Pramas for hiring him?)
Mutants and Masterminds : I have played more superhero rpgs than I would like to admit and have read several that I haven't played. M&M is my favorite. It showed just how far the d20 system could be tweaked. Then again, I am biased. Shortly after the release of 3e, Monte had a thread on his forums discussing the usage of d20 for supers. In that thread, I specified many of changes I thought would be be necessary, imo, for a great superhero game and most of them are found in M&M.
True20: I haven't had the chance to run it, but I have the pdf and really like what I see.