There's nothing you need to read as long as your game is fun and everyone's enjoying himself.
However... since you asked...
Robin's Laws of Good Gamemastering, Robin Laws. Short but sweet, and just what it says on the tin. Some of Laws' ideas were incorporated into the late-3e DMG2 and have showed up again in the 4e DMG and DMG2. But I still like the original.
3e Dungeon Master's Guide 2. Speaking of this book, I think it's fantastic. Like the 4e DMGs, it's less focused on giving you rules (crunch) and more focused on giving you advice on how to be a DM.
3e Manual of the Planes. The planes were very different in 3e, but you can ignore those differences and enjoy this book as a source of adventure ideas. It's a goldmine; literally every time I read it, I get an idea for an adventure -- or even an entire campaign.
3e Draconomicon. You know how the 4e Chromatic / Metallic Dragons books have sections on dragon physiology, personality, and so forth? This was the source and (IMO) superior version. You also get stat'd out dragons at every color and age category, and while the 3e stats won't be much use to you, the little plot hooks sprinkled into each dragon's writeup will be. There are also some Prestige Classes (3e version of Paragon Paths, sort of) that can be mined for ideas. Draconomicon is simply a great book.
3e era Dragon and Dungeon magazines. I will single out Dragon #309 (July 2003) / Dungeon #100 which feature the Githyanki Incursion articles, some of the finest ideas to come out of the 3e era. You could get an entire campaign, or certainly an entire 4e tier's worth (Paragon or Epic) of play from this. Note: if you've been reading the 4e Scales of War adventure path, it has a lot of echos from Incursion.
The Age of Worms adventure path, which ran in Dungeon, also deserves a mention. Although it bogs down in parts, and was a meatgrinder from the very beginning (fear the 3e swarm mechanics!), the ideas behind most of the adventures were great. To whet your appetite: there's an adventure that features a city ruled by giants that is under siege by something like 30 chromatic dragons; the PCs need something from within the city. Great fun. And the ending -- the PCs fight a nascent god -- is suitably Epic, and would translate well to that tier of 4e play.
3e adventure, Red Hand of Doom. Arguably the best WotC-published adventure from the 3e era, it's fantastic right up until the end when it turns into a dungeon crawl. But the idea, a goblinoid invasion of a human-dominated kingdom, presents a ton of fun adventuring. You could probably convert this to 4e simply by swapping out the 3e monsters for their 4e equivalent -- just watch out for anything that ends up being much higher or lower level (compare to 3e's "CR" (Challenge Rating)).
2e Complete Thieves Handbook. I'll second the recommendation for this. You can ignore all the 2e-specific stuff and dig into the kits (roughly analogous to Backgrounds in 4e) and the brilliant, brilliant chapter on how to set up a thieves guild -- complete with random tables, a staple of 1e and 2e (A)D&D. The example guild being set up would be fun to use right off the page.
2e Planescape. Well, it's a whole line of products, so just look for the original boxed set if you can somehow find it. The setting is a little too gonzo and wahoo for me, but it's like a mind expanding drug: you'll have some sweet visions after you read Planescape. I'd be interested to see how a pure 4e player reacts to Planescape's very different assumptions.
1e/2e Modules (Adventures). Too many to list, but I'll second the recommendations for B4: The Lost City, U1 / U2 / U3: Sinister Secret of Saltmarsh / etc., and D1 / D2 / D3: Descent into the Depths of the Earth / etc. Problem is, these will be hard to come by these days, but you might haunt used bookstores or find them on eBay.
Wow, listing all this stuff is making me nostalgic. *sniffle*