Pretty much the only time I use a published setting is if it's integral to the system, and comes with the core rulebook (eg, Star Wars, WFRP (yes, I did play that, a long time ago)). The only time I've paid seperately for a campaign setting was Middle Earth, with Rolemaster. Oh, and I suppose the Tales of the Jedi Companion for Star Wars counts.
Until recently, when I realised that I had become very lazy, I didn't even buy scenario modules, no matter how generic.
Home-brew is good (tends to be fairly malty, too).