I'd throw my vote in, too, in support of picking up Grim Tales. I picked up Slavelords of Cydonia first via eBay (and paid $13, including S&H), and I was so impressed with the product for creating a 20-level campaign of the planetary romance style that I had to get the gaming system behind it. I actually bought the book full-price at Gen Con this last year, and it has been worth every penny. I wouldn't use it for high powered games like the Forgotten Realms, but it is so versatile that it has quickly become my favorite D20 System. My first full-time campaign will start once my current v3.5 game is over, and I can't wait! The Creature Design section and Encounter Design sections are awesome; the magic system is great for allowing you to use any spell from current D&D sourcebooks (WOTC or Third Party) while keeping magic dangerous. It makes handling vehicles and vehicular combat very easy. There's a section on guns as well as weapon and armor for designig balanced game stats for your own campaign backgroud. The sectio on Horror and Insanity is great for those Cthulhu-style games, but is always optional.
The rules essentially promote a high action/high adventure style of gaming that is very compatible with the type of gaming I like to do.
Bare in mind, though, that the book is a toolkit, a set of rules, and although it has a few sample settings to work with, you are pretty much given a framework on which to hang/support your campaign. Still, if you've run a campaign before, or even just a few adventures, you've got all you need in terms of experience to make full use of Grim Tales.
Hope this helps,
Flynn