Golarion is your standard D&D game world. It assumes all of the 3e conceits in its expression. But, that doesn't do it justice. The setting takes what many see as cliches and somehow breathes new life into them. It reminds me of Greyhawk or Forgotten Realms when they were first released. There is a nation of Asmodeus worshippers, a nation with a working republic, a nation that resembles Transylvania or Romania, and even a nation that combines savage barbarism with weird tech gathered from a crashed spacecraft. Some people find it forced but I personally love the setting.
The hardcover book is $50 and it is worth the money. But if you don't want to spend that much, you can pick up the Gazetteer for considerably less. I particularly liked the Gazetteer because the information was suitable for DMs and players. Very few secrets are revealed.
http://paizo.com/pathfinder/pathfinderChronicles/35E/v5748btpy82t7
Also, Companion books tend to be short and are intended for players. Chronicles tend to be longer and are filled with player and DM material. Though that guideline doesn't always hold, especially with the older books. DMs benefit from both lines.
If you are looking to see what the world is all about, pick up the Gazetteer. Much of the information there will give you a good foundation. If you want more, go for the Gazetteer. But I have said this before, a DM only really needs the Gazetteer, Gods and Magic, and a book *like* The Guide to Darkmoon Vale, Dark Markets or Guide to Korvosa to set up their own campaign.
If you want to run an AP, you obviously need those volumes and it would likely help to get the Player's Guide for that AP.
It can be a bit overwhelming. I found it easier to start small, get an idea of what the world is like, and then see if there are supplements focusing on the areas that catch your interest.