First see the srd and the compiled rule change document on this site.
Since the rules are available for free you will want books for reference at the table and background reading.
Most of the DMG stuff is advice which may be better put together (I don't know, I don't have it) but if you are an experienced DM you don't NEED new DMing advice and the rules bits you can get from the srd.
For reference at the table the PH has the classes, feats, spells, and the combat discussions. All of these are in the srd but it is good to have a book at the table for these.
Also for the monsters, 3.0 monsters still generally work fine. DR is different, outsiders are more powerful, and lycanthropes add animal hit dice, otherwise it is only little changes like exact number of feats and skill points. However, the MM is a great at the table reference where it is good to have the book to flip through. The new stats for full vs standard attacks and AC breakdowns are good at a glance material.
So I would recommend getting the PH first for the combat and player info.
Second would be the MM for DM use in game.
Third would be the DMG for completeness only.