Not sure about all three - but this one has to be among them. It was a sourcebook for Champions, that from a gameplay side had a huge number of characters heroes and villains for a GM to use. But it is also one of the greatest game authors chronicling his campaign. It is also one of the best GM advice books ever written - there are a lot of thing in there that are standard now, but when this was published it was groundbreaking - I'm speaking of course of Aaron Allston's Strike Force (the original)
For my group: Street Fighter Player's Guide for Street Fighter the STG. Ultimate Powers Book for Marvel Super Heroes, which we played a LOT in high school. Central Casting, Heroes of Legend which we used for AD&D, 1st and 2nd ed.
Honorable mention goes to Mekton Zeta Plus for Mekton Zeta, but I spent more time making robots than actually playing that game.
The d6 Star Wars Gamemaster Handbook - The only GM book that teaches how you run games. D&D 3rd Edition Monsters of Faerûn - Small book, but lots of my favorite D&D monsters of all time. D&D 3rd Edition Manual of the Planes - I just think it's neat.