The same list that I always recommend (edit: replaced some of the e-books)
Supplements for 3.0 and 3.5 D&D
Alternate Rules, Variants
Unearthed Arcana (WOTC)
Artificer's Handbook (Mystic Eye Games): Alternate Magic Item Creation System that does away with XP costs
Book of Experimental Might (Malhavoc): more alternate rules
Book of Iron Might (Malhavoc): cool things for fighters to do
Elements of Magic: Revied (ENPublishing): alternative magic system
Elements of Magic: Lyceian Arcana (ENPublishing): Companion to Elements of Magic: Revised
Poisoncraft (Blue Devil Games): revises the poison rules
Trailblazer (Bad Axe Games): more alternte rules
Classes (because classes help define your setting)
Cavalier's Handbook (Green Ronin): not a fan of the core class (I prefer Hong's Knight which is available for free online), but the rest of the book is gold
Psychic's Handbook* (Green Ronin): different mental power system and great sourcebook for mental powers
Shaman's Handbook *(Green Ronin): awesome source book on shamanism for D&D and a great class
Witch's Handbook*(Green Ronin): awesome source book on witchs for D&D and a great class
Unholy Warriorss Handbook (Green Ronin)
Mercenaries (AEG)
*In my opinion, these are how class source books for D&D should be done and formatted- much better than anything WOTC has done for 3e or 4e
Equipment
Airships (Dragonwing/Bastion Press)
From Stone to Steel (Monkey God/Highmoon Media)
Combat
Advanced Rules for Beginners: Combines Grappling for Beginners, Advanced Grappling for Beginners: How to Master Your Chi, and Fighting with Flair (Plus, it includes the drinking rules from their TTF supplement).
Torn Asunder (Dragonwing/Bastion Press)
Spells
Behind the Spells (Tricky Owlbear): lots of variant spells
Monsters
Advanced Bestiary (Green Ronin): A big honking book of templates Templates Revised): another big honking book of templates
Book of Templates (Silverthorne/Goodman Games) (the pdf is Deluxe Book of
Book of Fiends(Green Ronin): Combines and updates Armies of the Abyss and Legions of Hell to 3.5 with a third unpublished book. It also has the Thaumaturege class which I prefer to WOTC's Warlock
Fiendish Codex 1 (WOTC)
Animals
Noble Steeds (Avalanche Press): a primer on horses in d20 terms, also includes rules for other mounts, creating NPC horses like Trigger and Silver, and magic items for mounts
Bestiary-Predators (Betabunny): OK, I took this off (I was trying to remove e-books), but saw Celebrim posted it.
World Building
Alchemy and Herbalists (Dragonwing/Bastion Press): a look at alchemy and herbalism
Book of the Righteous (Green Ronin)
Experts 3.5 (Skirmisher Press): Splits the Expert into 5 NPC classes, a PC Expert Class, new uses for skills
Frost and Fur (Monkey God/Highmoon Media)
Ink and Quill (Dragonwing/Bastion/Press): books, tomes, libraries, etc.
Magical Medieval Society: Western Europe (Expeditous Retreat)
Stormwrack (WOTC) for aquatic
Toolbox (AEG): Lots of charts to generate ideas (pun intended)
Tournaments, Faires and Taverns (ENPublishing)
Misc
Hot Pursuit (Adamant): Chase rules
Hot Pursuit: On Foot (Adamant) a companion to Hot Pursuit