Right, the several revised spells, feats, PrC, in the new splats that supercede/make work for 3.5e the old stuffs are especially grand, let alone all the new stuff to boot.
I'd buy the new splats over the three books you're considering buying already. UA is really for DMs to peruse and not players, in case you're a player (for creative and inexhaustive DMs it's great), Exalted wasn't the best put together and may not be appropriate for all campaigns, and Underdark is also very narrowly focused on underground set campaigns. While the splats will serve well in most any campaign.