Basically what
@S'mon and
@dave2008 have said.
In addition, Volo's and Mordenkainen's also contain character options, as they have player races.
If you're going for D&D Beyond, you could buy these options individually iirc.
- The PHB has the Path of the Berserker, and Path of the Totem Warrior barbarians; the College of Lore, and College of Valor bards; the Knowledge, Life, Light, Nature, Tempest, Trickery, War domain clerics; the Circle of the Land, and the Circle of the Moon druids; the Champion, Battle Master, and Eldritch Knight fighters; the Way of the Open Hand, the Way of the Shadow, and the Way of the Four Elements monks; the Oath of Devotion, the Oath of the Ancients, and Oath of Vengeance paladins; the Hunter, and Beast Master rangers; the Thief, Arcane Trickster, and Assassin rogues; the Draconic Bloodline, and Wild Magic sorcerers; the Archfey, Archfiend, and Great Old One warlocks; the Abjuration, Conjuration, Divination, Enchantment, Evocation, Illusion, Necromancy, and Transmutation wizard traditions.
- Curse of Strahd has the Haunted One background.
- Guildmaster's Guide to Ravnica has the Order domain cleric; the Circle of Spores druid; the loxodon, minotaur, simic hybrid, and vedalken races; and the ten guilds as character backgrounds. These guild backgrounds also give guild spells that are added on to PCs with spellcasting capabilities.
- Mordenkainen's Tome of Foes has Tiefling subraces; Elf subraces - seasonal eldarin, sea elf, shadar-kai; the Duergar dwarven race; the Githyanki, and Githzerai races.
- The Sword Coast Adventurer's Guide has the Path of the Battlerager, and the Path of the Totem Warrior barbarians; the Arcana domain cleric; the Purple Dragon Knight fighter; the Way of the Long Death, and the Way of the Sun Soul monks; the Oath of the Crown paladin; the Mastermind, and Swashbuckler rogues; the Storm Bloodline sorcerer; the Bladesinger wizard tradition.
- Tomb of Annihilation has the Anthropologist, and Archaeologist backgrounds.
- Volo's Guide to Monsters has the aasimar, firbolg, goliath, kenku, lizardfolk, tabaxi, triton races, as well as a smattering of monstrous races.
- Xanathar's Guide to Everything has the Path of the Ancestral Guardian, the Path of the Storm Herald, and the Path of the Zealot barbarians; the College of Glamor, College of Swords, and College of Whispers bards; the Forge, and the Grave domain clerics; the Circle of Dreams, and Circle of the Shepherd druids; the Arcane Archer, Cavalier, and Samurai fighters; the Way of the Drunken Fist, the Way of the Kensei, and the Way of the Sun Soul monks; the Oath of Conquest, and the Oath of Redemption paladins; the Gloom Stalker, Horizon Walker, and Monster Slayer rangers; the Inquisitive, Mastermind, Scout, and Swashbuckler rogues; the Divine Soul, Shadow Magic, and Storm Bloodline sorcerers, the Celestial, and the Hexblade warlocks; the War Magic wizard tradition; and a smattering of other character options. In particular the "This Is Your Life" character creation tool is excellent.
Hope some of that is helpful.