Complete Arcane for the Warlock. It has some other excellent content, as well, but the Warlock rocks. Complete Adventurer was a better "read", but I think Complete Arcane has the most meat of any of the series.
I'm not a huge fan of aberrations -- in fact, I cannot stand either the beholder or aboleth. That said, thumbing through Lords of Madness at Barnes and Noble started to redeem aberrations in my eyes. There are some neat ideas in there on working them into a setting and not making them absurd. It's definitely on my list to buy. I still think Complete Arcane is a better book, though.
I've thumbed through the other two, as well. Both are decent books, but rather niche-oriented. If you aren't playing in Eberron or in a desert, I wouldn't worry about them. I know my campaign will see some desert play, and I'd like to run an Eberron game sometime, so both are on my list, but I wouldn't put much urgency on them.
If I hadn't just coughed up for a case of minis, I'd have gotten Lords of Madness for sure, and probably the other two. Although I might have gone for some of the new World of Darkness stuff, instead -- Forsaken looks incredible, and that means a lot coming from me.