Well, my game is set in a homebrewed campaign, so I don't "need" much. However, I have tons of old school (1/2e) stuff, and most of the wotc 3e stuff, and use bits and pieces from all of it from time to time.
I try to limit the amount I need for any given game to a reasonable amount if it's not at my pad, though; otherwise carrying all that stuff gets ridiculous.
In general, I use a little bit from all the class splatbooks. At least a little something comes up almost every game. I have a phat binder with tons of monsters, including a photocopy of Monsters of Faerun in it, and another binder full of campaign notes, my spells, feats, prc's, etc.
I use very little from third party sources, even though I have several (BoEM, R&R, some AEG stuff)- mostly I mine them for ideas.