GURPS 3rd is good stuff, though every single group I rolled it with greatly simplified the combat system house rules wise. What splats did you primarily use?
Not the one you asked, but get the core book and Compendoum I and you'll never seen another rpg manual your whole life. That said:
Shapeshifters weirdly is the book I return to a lot. "Thing turns into other thing under conditions" lets you make so many strange premises, from anime combat forms to voodoo possession.
Ice Age has great stuff for any time characters are in a survival situation with few supplies.
Horror (third edition) is one of the greatest "how to run a genre" books ever written and has a neat ancient aliens meets x-files setting written before ancient aliens was cool.
Cthulhupunk has stats for the entire Cthulhu Mythos. The cyberpunk stuff is just so it wouldn't step on Chaosiums toes and is an afterthought.
Discworld is hilarious and was written in concert with Pratchett. Theres also a Book of the New Sun book, a Lensmen book, and an Uplift book. GURPS has, without question, the best licensed settings of anything.
GURPS Traveller has the best take on the Traveller setting. Yeah I said it.
The "tech" books (Ultratech et al.) are fine and all but I find I almost never reference them. Its a LOT of filler. If you're pirating though for sure grab them. They're rarelt useful, but when they are they're extremely useful.
Honestly though Core and Compendium I. Toolkit for everything.