I won't list Malhavoc stuff, because that'd just be cheesy.
1. Complete Arcane - I was worried that my gaming group was going to get into a brawl over who got to play a warlock first.
2. Unearthed Arcana - I love optional rules. The flaws have been a lot of fun in my Eberron campaign.
3. Complete Warrior - I really liked the spread of prestige classes and the new feat types.
4. Fiend Folio - My players still wince when this book hits the table.
5. Eberron Campaign Setting - My current campaign takes place here. It's a fun place for a game, and I've found that it's easy to get players to buy into the tone.
I really liked Frostburn, Libris Mortis, and Draconomicon, and I underrated Complete Divine when I first bought it, but the above 5 see serious use in my current campaign. Tome of Horrors and Book of Vile Darkness are also up there, but for some reason I haven't used them lately, which is just silly on my part.