Depends on what you want to do with it.
Iron Kingdoms calls its self "Heavy Metal Fantasy" but has mechs, guns, cyborgzombies, and crazy machine worshiping priests. And it has minis for all of it. Personally, I find the setting wonderful and the mechanics more wonky than not and the Witchfire Trilogy that serves as an introduction to the setting to be a mech powered railroad.
Regardless, the minis are a must for steampunk games IMO.
Other DnD powered steampunk ideads include Eberron, Sharn in particular could easilly be a perfect steampunk setting. All the mechanics are there, you could even tweak a little of the flavor if you wanted to make it even more steampunkish. Numerous books like Steam and Steel EDIT: (That should be Sorcery and Steam I think) or even Chaositech could be added for even more gadgets.
GURPS Steampunk is THE RPG source book for "classic" steampunk, very useful if you intended to run a alt.history steampunk game in any system.
As has been previously mentioned, you can do a pretty good setting just with D20 Modern books, just changing the flavor of some of the future tech to make it fit a steampunk setting. If you go this way you might want to wait a little bit for Adamant's Imperial Age book on machines and the GM guide. If you want to add appropriate period flavored magic in the IA Magick book is already out and the author is brilliant (or so my wife tells me.)
Etherscope, however, is the perfect d20 based book and system for steampunk (or etherpunk as the case may be). No questions at all. Unless you are just dying to do straight homebrew buy this book and anything associated with it.
There are others, but as I dont have personal experiance with them I will leave them for others to suggest. I will say this however: dont reinvint the wheel. There is no need for you to do so. There are pleanty of steampunk sources out there w/o you coming up with a full homebrew system on your own. Spend your time coming up with setting/adventures/etc for your game.