I'm currently running an Iron Kingdoms game and I love it. The setting book hasn't come out yet, so you have only the three modules (all very good, though you may notice some design issues with the antagonist). the website, and Lock and Load: an IK Character Primer for setting details.
I really enjoyed the Forbidden Kingdoms book for more steampunky goodness, including some of the mad science rules from deadlands if I recall. The book does reprint some OGL stuff from several sources, but contains a lot of original info also.