I'm studying up on Kingmaker right now in preparation of running for the first time as well. Two things Kingmaker blazed the trail on are kingdom building and mass combat. It was a decent first attempt, but like any first attempt it has a lot of weaknesses. "Ultimate Campaign" takes both of these systems from Kingmaker and improves upon them and streamlines them a bit. I'm still not totally in love with either system, but they are both vastly improved over the rules provided in the Kingmaker AP. I'd call Ultimate Campaign a must-buy for anybody gearing up for Kingmaker.
The Advanced Players Guide is excellent, and will provide your game with a lot of new options and new rules to cover a lot of situations. It has several new combat maneuvers, new subclasses, new skills, new feats. Just a lot of very good stuff.
Steer clear of the Gamemastery Guide if you expect it to be like the D&D Dungeon Masters Guides. It's not a bad book, but it isn't what you expect it to be. It's a book full of (very excellent) tips for running a successful game, building a world, creating encounters, etc. If you are already confident in your game mastery skills, you'll find it less than useful. I wish I'd been told that before buying it.
I would strongly suggest getting all six of the Kingmaker AP books and reading all six before starting. One of the most common complaints I've seen is that the events in the last book aren't sufficiently foreshadowed in the first five books, so it feels tacked on even though it's the climax of the story. By reading them all first, you'll be able to pull things out of later books to provide foreshadowing in earlier books.
The Guide to the River Kingdoms and other similar River Kingdoms-specific setting guides seem to be pretty unnecessary. They might be helpful if you have players who are really into travelling outside the expected area and communicating with unexpected leaders in unexpected kingdoms. But Kingmaker covers a pretty huge swath of land, and it provides more than enough information on that area. I'll be very surprised if my players feel the need to head off the map all of a sudden.
Get the Map Folio for Kingmaker! This is pretty much a must-have for me. It's tough to find in print, and expensive, but it's available in pdf. Get the pdf and print out the maps. You'll be glad you have it.
There's a pretty good thread addressing the same question on the Paizo forum
here.
m
