I mentioned this in another thread recently. It’s probably the best NPC book I’ve ever read. So well designed. You can simply use the NPCs as supporting cast for a campaign in Sigil. Or you can use the existing hooks amongst the NPCs as story threads for your PCs to get involved with.
Paizo-era Dragon magazines, without a doubt. There was just so much great stuff in these, from the Demonomicon of Iggwilv series, to the series on different religions, to Ecology of, these magazines are some of the most inspirational supplements I have.
I still look up a ton of stuff in 3.5's Stormwrack, and I often use OGL Horror as a D20 Modern companion, since I don't have any of the official D20 Modern and D20 Future Core Books.
I forgot about that line; I remember enjoying it immensely (I believe the other two were Sandstorm and Frostburn. According to Wikipedia at least, Cityscape and Dungeonscape were also part of that line. Pretty great supplements; I should give them a re-read when I've got the chance.
3e Forgotten Realms Campaign Setting
4e Neverwinter Campaign Setting
4e Dark Sun Campaign Setting and Dark Sun Creature Catalogue
BECMI Keep on the Borderlands
A lot of the 'little black book' Traveler adventures can be modified to make D&D-compatible plots. (But you have to convert EVERYTHING else!) Star Fleet Battles had some scenarios that are adaptable as settings for Boss Fights.
D&D Gazetteers
I'd be using my 2e Monstrous Compendium binder-version if I could find it in my storage unit. Like others have said, the ecology sections are quite nice.
Companion Set for War Machine. It's still the best and simplest way to run mass combat in a roll or two.
Old DMGs (1e, 2e, D&D) for magic item descriptions or my Magical Compendia, which I only recently purchased.
D&D Gazetteers