Since many here seem to like GURPS, what are the GURPS 3e supplements that you have gotten the most value out of?
My first choice would be GURPS Horror 3E - the version written by Ken Hite. The advice in it on running horror adventures and campaigns is gold - the guy really knows what he is talking about.
After that, I recommend Transhuman Space and all of its supplements - they are very inspirational for world-builders, even those who will never run science fiction games. They make you think about how adding a new element to a setting - whether technological, magical, or otherwise - will change human society.
And then there's GURPS War Against The Chtorr - one of the most disturbing "alien invasion" scenarios I know, and it shows you how to create a whole campaign around the concept without even having intelligent enemies - and that only makes it much more scary.
Finally, there are the two "Suppressed Transmissions" books, which technically aren't GURPS - but they are so full of essays with brilliant ideas and weird, strange things just ready-made for gaming that it doesn't matter at all which gaming system you use...