I'm going to give some very specific suggestions, especially considering you're starting in Threshold. I'll stick to "official" TSR products, even though there is a lot of good info in the Vaults of Pandius.
For all of these, pick up PDFS at DriveThruRPG for just a few bucks. Will try to avoid spoilers here. In the approximate order in which I find them useful:
1. B11 - King's Festival - You're not getting this for the adventure. Instead, pick it up for several pages of excellent DM tips for the BECMI system in particular and all editions in general (pages 3-9), some additional information on your setting (Karameikos) on page 10, and the "Adventure Clock" on page 20. The adventure is decent enough, but if you don't think the Big Bad's name (Kavorquian) is now an old enough reference to slip by your players unnoticed, you're going to have to change that name before you run this. But the big draw here are the DM tips and especially the Adventure Clock.
2. B10 - Night's Dark Terror - You'll find good DM'ing tips for Wilderness adventures on pages 3-5 as well as some additional information about Karameikos in general. There's a very nice "flavor" section on Threshold (pages 34-35) itself, and the page on Weather and Calendar is something you'll want to grab (Pull-Out Sheet VII) but also get this for the adventure - this is consistently rated as one of the best adventure modules TSR published for a reason. You'll not want to run the adventure right away but the sooner you can start laying bread crumbs for the players to follow to start this up, the better. It takes place around Threshold so it's a natural fit. You can cut the adventure short once it leads the characters back to Threshold (approximately page 39) but if you take it all the way through to the end there are some opportunities for EPIC set-pieces your players will talk about for years and some truly fascinating world-building/history reveals the deeper you go.
3. B1-9 - In Search of Adventure - This is a compilation work that essentially takes most of the content in modules B1 through B9 and organizes them into a branching adventure tree to allow you to easily run a sandbox style campaign in Karameikos that will take most characters through about 4 adventures (and probably about 5th level). All roads eventually lead to Specularum, the capital city. This is one of the best values in terms of adventures you're likely to find, and while there is very little new about the setting here, I find the "Interludes" that connect the adventures are great to either use outright or steal as templates for hooks and other ways to transition from one adventure to another.
4. GAZ1 - Karameikos - This is almost a no-brainer. Use this almost purely for flavor; ignore the crunchy rules bits for the most part. The calendar on page 33 and the information about the economy (and coinage) on page 34 are useful anywhere in Karameikos, including Threshold. Also, there is quite a bit on Threshold on pages 39 and 40 and with context of the others cities you can see how Threshold "fits" into the nation at large. The "Characters" section - particularly NPCs in Threshold (pages 56 and 57) and the Black Eagle Barony (since you've already introduced Bargle - pages 58 and 59) are useful too. Finally, campaign building advice and adventure ideas on pages 61 through 64 will be welcome. The only reason this is so low is that it isn't strictly Threshold-focused, and if you already grabbed B11 you have the calendar so the only things that apply to your campaign right now are the bit on coinage and the extra background information on NPCs (which is among the easiest things to find on the web at large for free).
5. B6 - The Veiled Society - You don't need this if you picked up B1-9 per my point 3 above, but this is a great change-of-pace adventure that presents an investigative mystery instead of a straight dungeon crawl like most other B-series modules. Pages 2-5 give some information about the political intrigue that leads to the story's events (including introductions to NPC personalities) and if you're willing to read into things a bit, walk you through the experience of "characters from a small town entering the big city for the first time." This adventure has little off-screeen vignettes (on the title page, pages 4, 5 and 8 that, depending on your DMing style, you may wish to share with your players post-adventure - though don't share them before it's complete as they will spoil the adventure).
EDIT: Wow, read this in "Related Threads" from a recent thread and just noticed the last post was from about 6 months ago. Apologies for the thread-necromancy.
blog.d4caltrops.com
