Harn setting for sure...
For GURPS and HERO System, I'd really only consider the 'genre' books systemless, most of the setting books, and maybe a few key others. I mean, sure the "GURPS Low-Tech' book, for example, will give you lots of equipment and prices, but it's really only useful if you're using GURPS IMHO. So yeah, I'd highly recommend the GURPS Fantasy and HERO Fantasy, I'm assuming you're running fantasy...
Also GURPS Thaumatology and GURPS Mysteries (if you like doing investigative adventures). In addition, the GURPS Magic Items series has some very unique items in it. I think HERO has a similar book out for 5th edition.
Then there's Dragon Warriors' Friends or Foes book, which is kind of small, but really the only good NPC book I know of. They've got lots of great fluff there.
The Riddle of Steel's bestiary (Of Beasts and Men) can be had pretty cheaply from:
http://www.google.com/products?q=the riddle of steel rpg&hl=en&um=1&ie=UTF-8&sa=N&tab=wf(bootstep.com)
It has great fluff for monsters, including little short stories for each entry. If you want to stray from the "standard" monsters, this would be a great book to have - but warning - their monsters are powerful and should not be taken lightly if taken as written. TRoS also has a very unique combat system which you might be able to use some of as options in your campaign, if you can find the core book at a price you're willing to pay, because it's out of print.
That's all I can think of for now...
For GURPS and HERO System, I'd really only consider the 'genre' books systemless, most of the setting books, and maybe a few key others. I mean, sure the "GURPS Low-Tech' book, for example, will give you lots of equipment and prices, but it's really only useful if you're using GURPS IMHO. So yeah, I'd highly recommend the GURPS Fantasy and HERO Fantasy, I'm assuming you're running fantasy...
Also GURPS Thaumatology and GURPS Mysteries (if you like doing investigative adventures). In addition, the GURPS Magic Items series has some very unique items in it. I think HERO has a similar book out for 5th edition.
Then there's Dragon Warriors' Friends or Foes book, which is kind of small, but really the only good NPC book I know of. They've got lots of great fluff there.
The Riddle of Steel's bestiary (Of Beasts and Men) can be had pretty cheaply from:
http://www.google.com/products?q=the riddle of steel rpg&hl=en&um=1&ie=UTF-8&sa=N&tab=wf(bootstep.com)
It has great fluff for monsters, including little short stories for each entry. If you want to stray from the "standard" monsters, this would be a great book to have - but warning - their monsters are powerful and should not be taken lightly if taken as written. TRoS also has a very unique combat system which you might be able to use some of as options in your campaign, if you can find the core book at a price you're willing to pay, because it's out of print.
That's all I can think of for now...