From WOTC: Unearthed Arcana and Fiendish Codex 1.
For 3rd Party
Alternate Rules, Variants
Fewer Absolutes (Sean K Reynolds): 2 free web articles of what was supposed to be a three part series
Trailblazer (Bad Axe Games)
Book of Iron Might (Malhavoc): for the maneuver system, fighter fighting styles, and options for substituting BAB for certain skills in combat.
Poisoncraft (Blue Devil Games): revises the poison rules
Elements of Magic: Revied (ENPublishing): alternative magic system
Elements of Magic: Lyceian Arcana (ENPublishing): Companion to Elements of Magic: Revised
Artificer's Handbook (Mystic Eye Games): Alternate Magic Item Creation System that does away with XP costs
Advanced Rules for Beginners (EN Publishing) combines Grappling for Beginners, Advanced Grappling for Beginners: How to Master your Chi, Fighting with Flair, and revised drinking rules
Ken Hood's Grim and Gritty
Classes
Cavalier's Handbook (Green Ronin): not a fan of the core class (I prefer Hong's Knight which is available for free online), but the rest of the book is gold
Holy Warrior's Handbook (Green Ronin) updated version of the Holy Warrior from Book of the Righteous
Psychic's Handbook* (Green Ronin): different mental power system and great sourcebook for mental powers
Shaman's Handbook *(Green Ronin): awesome source book on shamanism for D&D and a great class
Witch's Handbook*(Green Ronin): awesome source book on witchs for D&D and a great class
Unholy Warrior's Handbook (Green Ronin)
Mercenaries (AEG)
*In my opinion, these are how class source books for D&D should be done and formatted- much better than anything WOTC has done for 3e or 4e
Equipment
From Stone to Steel (Monkey God/Highmoon Media)
Airships (Dragonwing/Bastion Press)
Combat (also see Alternate Rules above)
Torn Asunder (Dragonwing/Bastion Press)
Spells
Behind the Spells (Tricky Owlbear): lots of variant spells
Animals and Monsters
Book of Fiends (Green Ronin): Combines and updates Armies of the Abyss and Legions of Hell to 3.5 with a third, previously) unpublished book
Advanced Bestiary (Green Ronin): A big honking book of templates
Book of Templates (Silverthorne/Goodman Games) (the pdf is Deluxe Book of Templates Revised): another big honking book of templates
Noble Steeds (Avalanche Press): a primer on horses in d20 terms, also includes rules for other mounts, creating NPC horses like Trigger and Silver, and magic items for mounts
Predators (Betabunny): real world critters, but also great for modifying with templates to create new monsters.
Magic Items (also see Alternate Rules above)
EN Treasure Troves: Figurines of Wondrous Power
Setting Building
Corsair: The Definititve d20 Guide to Ships (Adamant Entertainment): stats for different types of ships, rules for ship battles, feats for ships, and more
Experts 3.5 (Skirmisher Press): Splits the Expert into 5 NPC classes, a PC Expert Class, new uses for skills
Frost and Fur (Monkey God/Highmoon): Cold environment sourcebook with sections influenced by three cultures
Magical Medieval Society: Western Europe (Expeditous Retreat)
Alchemy and Herbalists (Dragonwing/Bastion Press): a look at alchemy and herbalism
Ink and Quill (Dragonwing/Bastion/Press): books, tomes, libraries, etc.
Redhurst Academy (Human Head Studios): a magical academy and supplement for running a magic school campaign
Toolbox (AEG): Lots of charts to generate ideas
Tournaments, Faires and Taverns (ENPublishing)