Basic D&D
B10 Night's Dark Terror - somewhere between a module and a regional sourcebook
GAZ1 Grand Duchy of Karameikos - first in a line of fantastic regional gazetteers for Basic
AC1010 Poor Wizard's Almanac - great overview of the world of Mystara, with details like calendars, timekeeping, weather, hex maps, etc. One of the highlights for me was a year's worth of days with world events on those days. I've gotten tons of use out of them for world-in-motion and adventure hooks.
AD&D
Forgotten Realms Grey Box - fantastic setting with just enough detail, but large tracts still wide open for DM creativity; foolishly got rid of this years ago, as I'd picked up the 2nd edition version. MISTAKE!
AD&D 2nd Edition
PHBR1 The Complete Fighter's Handbook - Got a TON of use out of this book; added combat rules, additions/alterations to weapon proficiencies, piecemeal armor guidelines; mostly very reasonable kits, too, unlike some of the later books
PHBR3 The Complete Priest's Handbook - introduces an alternate system for defining a cleric/priest class devoted to a specific deity; we used nothing but once we had the book
DMGR1 Campaign Sourcebook & Catacomb Guide - tons of very useful information for a new DM on everything from dealing with players to building a campaign world; much less useful if you're already experienced, but you'll likely still pick up something useful. Also includes a section on building dungeons. All this material should've been in the AD&D2nd DMG, in my opinion.
DMGR2 The Castle Guide - a huge amount of material around (as the title implies) castles, but also some of the medieval hierarchy that exists around them. Includes a system for mass battles and sieges. Like the DMGR1, this material should've been in the DMG
Monstrous Compendium - the hardcover version of the Monstrous Manual (which was a binder with looseleaf sheets). I actually found the Monstrous Manual better (i.e. more useful at the table), but it was generally despised due to a number of poor production choices. Assuming the Monstrous Manual is "disqualified," the Monstrous Compendium is the best single monster book produced for TSR era D&D. Highly compatible with all TSR versions of the game along with the newer clones.
Van Richten's Guide to... - is a line of supplements produced for the Ravenloft setting, but I personally think they're useful anywhere. Each one covers a particular type of "horror" monster (e.g. lycanthrope, vampire, ghost, etc.) in great detail, expanding on different ways to present these creatures as far more than adventurer fodder. The guides to Vampires and Ghosts are about the best, but almost all of them are very good. I've never run these creatures the same again since reading these supplements.
I also got enourmous amounts of use out of a number of the settings introduced during AD&D 2nd's run.
D&D 3.x
I found a lot of the supplements for 3.x focused quite heavily on rules bloat. I rarely found that useful, both because of poor interaction and simple overload (can't be remembered at the table). Hence I think that the best supplements, to me, were those that focused on setting or straight gameable content.
Ptolus - already mentioned, but for me this is, bar none, the best module/supplement released during the entire run of 3.x D&D. Enourmous hardcover that is actually perfectly usable at the table, and a setting that actually bears out the assumptions built into the 3.x ruleset.
Iron Kingdoms Character Guide and World Guide - probably my favourite setting from the 3.x era, these two books comprise all you'd need to run the setting for the rest of your natural life. Vastly prefer the original feel to the newer Iron Kingdoms RPG.
Wilderlands of High Fantasy - an enourmous (and I mean ENOURMOUS) sandbox setting; another supplement that could be the only one you own for the rest of your life.
Interesting that these are all third party material.
Pathfinder
Gamemastery Guide - while not the best DM guide available (disagree with some of the advice), it still has a bunch of useful bits and pieces for the Pathfinder game
NPC Codex - for a system as complex as Pathfinder, it's actually pretty useful to have a bunch of pre-statted NPCs
Retro-Clones
Decided to throw these into their own category, as they are really their own flavour of D&D as far as I'm concerned.
Swords & Wizardry Monster Book - this is the one by Matt Finch that has recently seen a new Kickstarter edition under a new name. While lacking on the art and ecology side, the book presents an enourmous number of interesting and TSR D&D-compatible creatures. The softcover version from Lulu was well worth it to me.
Red Tide - phenomenal sandbox setting, as well as toolset for creating sandbox campaigns.
Vornheim - great little tookit for creating fantasy cities on the fly (i.e. in play, as opposed to pre-built).