I used to buy most everything that came out by WOTC, but I fell off that bandwagon quick. I try to just stick with what works in my current campaign.
My only problem -- and it's certainly more of a social one -- is my players buying lots of the add-on books. They like having "cool new stuff," and as I'm the only one DMing a lot of the time, it's kinda selfish to say "You can't use that because I don't have it!"
At the same time, I've allowed a few things that--especially when you run premade adventures--don't "gel" very well with the setting/rules/"feel" already in place.
I'm running Rappan Athuk Reloaded now, and it's going well, but a few spells from outside of the Core rules, combined with a couple of feats from splatbooks, have made a couple characters ridiculously over-powered. Luckily, RA's deadly at any level, so it's not much of a problem.
But the next thing I run -- WLD -- is going to be Core only, for the most part. Core races, core classes, core feats, core spells. The only splats I'll allow are the first 4 Complete books, and then, only feats or spells that I choose. Toss in the Artificer (Eberron) and a couple of Eberron's races, and that's it. Nothing from BoED, nothing from the later Complete books, no Book of 9 Swords, no Dragon Magic/Eberron Magic/Faerun Magic...none of that. If the enemies don't have easy access to it, neither do the players.