Savage Worlds is the best one for me. I like the Revised Edition a little better than the Explorer's Edition because I like the big hardback, the fantasy races, and the d20 conversion guide. But, either one is great. It's a concise book that presents all the rules necessary for any game--in just about any genre. The plot point books are really just modules with a few optional rules, so I really dig it. I've run one campaign and have another (infrequently) meeting. We're playing it in our group now.
Star Wars revised Core Rulebook is another good one. Its d20 predecessor was good, too; but the Revised edition made it better. I'll never run it, but I really enjoyed reading it and (too rarely) playing it.
Rifts is another all-in-one book that I still have after all these years. Patchy as the rules are, I can't wait to run it again. If I could just get the group into it.
This next one is a little off-topic. But, I can't wait to run a game using the D&D Miniatures Handbook and some D&D minis as a mini-RPG skirmish campaign. There's just something about those rules being so concise and finite that appeals to me, especially advancement in the Warlord class and the random magic items. I'd like to do the same with Star Wars Miniatures, too.
It's too bad there wasn't a streamlined D&D 3e. I know some are trying it now with OGL books, but it isn't the same. Most OGL games have some variations that may be great but vary from the core game (by definition), which really cuts into my mastery over the system in unsatisfying ways. The promise of d20 was great, and it achieved modularity for me with many alternate games--my favorites being Omega World and Judge Dredd. Good as they are, they aren't really all-in-one books though.