I try and stick to WotC stuff.
I decide in advance which product lines to buy, and which to ignore (so far, ignoring Eberron, Forgotten Realms, Races of ..., Heroes of ... and the Draconomicon etc. series).
I decide this by using the time honoured methods of prejudice and ignorance, but then break my own rules later (I own Eberron Campiagn Setting, Libris Mortis and Lost Empires of Faerun).
I also buy 3rd party stuff that gets talked about a lot, as I can't keep my curiosity under control, so I own Mutants and Masterminds and Castles and Crusades.
There's also some stuff I can't resist for nostalgic reasons, such as the Lone Wolf RPG.
I'll buy almost any PDF if it looks like a bargain and is vaguely interesting. (After all, one day I might even get to play Blue Rose, so the PDF would be handy ...)
Enworld is my main source for information on new releases and time tested classics.
My main problem is lack of shelf space, not lack of money to buy roleplaying books.