For 1st level goods, I'd say, without having read the whole thing, The Lost City of Barakus. Lots of material for a GM to use with the adventurers and long after he's done.
I don't think that we have any single book 1st-20th level adventurers yet. I know that we do have the Shackled City in Dungeon. WoTC also made some adventurers in a "Path" series where some were okay and some ver bad.
I've often found that if you're going to run modules, the best bet is to have read all of the ones you want to run and then create your own links between them.