IMHO, all you need to get into the setting is the main boxed set. That said, I think the three big boxes (Planes of Law, Planes of Chaos, Planes of Conflict) are extremely useful to any game (including a mainly Prime-based game that involves incursions into the Outer Planes). My favorite OTHER Planescape products (ranking far behind these in terms of "essential-ness," but not otherwise) are:
-Uncaged: Faces of Sigil
-The Factol's Manifesto
-Harbinger House
-Dead Gods
Between these and the usual stable of 3e material, I think you're set.