Here are several that I think can help you build the world, bring it to life for the players, and inspire
Pre 3e/pred20/ non D&D
Campaign Law/Gamemaster's Law (Iron Crown Enterprises) for Rolemaster
World Builder's Guide (TSR) for AD&D 2e
Cities (Chaosium Games) For creating cities
GURPS Culture Books (Aztecs, Celtic Myth, Greece, Japan, Rome, Vikings)
From Dragon Magazine:
Thief's Handbook (TSR) for AD&D 2e A lot of people did not like the kits, I did, but I really liked the other material on thiefs and thief guilds and use it as reference.
Any of TSR's 2e green historical books (e.g., Celts, Vikings, A Mighty Fortress, Charmlemagne's Paladins, The Glory of Rome, etc.)
3e/d20
Unearthed Arcana (WOTC): The class variants, variant class abilities, and alternate spell systems are good for tailoring classes to a given campaign or its culture(s).
Cityscape Enhancement (WOTC): one of them has a wilderness/urban skill swap that is good for certain classes to make wilderness classes more urban and vice versa.
A Magical Medieval Society Western Europe (Expeditious Retreat)
Medieval Player's Manual (Green Ronin)
Frost and Fur (Monkey God/Highmoon Games): a book about cold environments and cultures
Sandstorm (WOTC): desert environments
Wilds (AEG) looks at various environments and their hazards in d20 terms. Also provides new ranger types by environment
Airships (Bastion Press)
Alchemy and Herbalists (Bastion Press/Dragonwing)
Experts 3.5 (Skirmisher Press): Will get you thinking about the NPC professions that make the world work.
From Stone to Steel (Monkey God/Highmoon Games): Equipment Guide and notes by various real world cultures w/sample PrCs.
Ink and Quill (Bastion Press/Dragonwing): Get you thinking about writings, books, manuals, tomes- especiallly, magical one's in your campaign along with spellbooks and those who make use of the written or spoken word. Its
free
Poisoncraft (Blue Devil): a good book about poisons in D&D. Rewrites how poison works.
Cavaliers Handbook (Green Ronin): Not a fan of the class, but there rest of the material is really good.
Psychic's Handbook (Green Ronin): It has its own class and system for mental powers that I like. However also some good discussion on powers of the mind
Shaman's Handbook (Green Ronin): A good shaman class and related material. it will get you thinking about the role of spirits and the spirit world in your campaign.
Witch's Handbook (Green Ronin): A good look at fantasy witchcraft for d20
Holy Warrior's Handbook (Green Ronin): a 3.5 update of the Holy Warrior from Book of the Righteous.
Unholy Warrior's Handbook (Green Ronin):
Book of the Righteous (Green Ronin): The book and its pantheon are good inspiration for creating your own religion and the myths surrounding it.
Book of Fiends (Green Ronin): Combines their Armies of the Abyss and Legions of Hell with a third, previously unpublished section).
Beyond Countless Doorways (Malhavoc): for alternate dimensions
Redhurst Academy (Humanhead Publishing) : for magical schools and running campaigns in them
Tournaments, Taverns and Faires (EN Publishing)
Noble Steeds (Avalanche Press): Lots of good stuff on horses and mounts for D&D. Also good for a character that wants a mount like either The Lone Ranger's horse, Silver or Roy Roger's horse, Trigger
Predators (Betabunny): Lots of real world critters. The previews looked good and I have heard good things. I can picture it making a great combination with the the next two books.
Advanced Bestiary (Green Ronin): Lots of good monster templates
Deluxe Book of Templates Revised (Silverthorne/Goodman Games): More good templates