Not too often do I find "all in one" game books satisfying, they usually lack in the gameplay and have great fictional material or vice versa, but there is one that did both really well for me:
Mercenaries Spies & Private Eyes- All the rules you need, and a great read for inspiration and guidance in running it (or other similar games). It's got some great artwork too (talking original FBI/Blade version).
13th Age wins second place.
For pure D&D utility at the table adventure material I have a very odd choice as it's for the edition I hate the most and a campaign setting that does absolutely nothing for me. That choice is Secrets of Xen'Drik. I am not a fan of Eberron proper, but I absolutely love this book. I have completely swiped it for my own settings and replaced some areas in existing settings (like Chult in FR) with it. Love the History of the continent and it's denizens (the Drow/Giants switcheroo is excellent), love the "explore the dark continent" feel, the magical warped weirdness of the land, and that its nice toolkit for a minimal prep or improv game- grab an adventure location, make some rolls on the tables for random ideas and plots, scribble some rudimentary OD&D/C&C/13th Age/DW stats (or sticky notes on proper pages) and off I go. It's one of only two 3.5 books I kept when I sold off my massive collection years ago (The other is Lost Empires of Faerun).