I only have Races of Stone and Races of Eberron, so I can't say much about their quality in relation to the rest of the series, but...
Get Races of Stone if you want to wear heavy armour. Or wield large weapons. Or cast illusion spells. Or cast illusion spells while wielding a large weapon in heavy armour.
The first wave of Completes were good, but as for the second...
I liked Complete Mage, but some people didn't. I believe that Complete Psionic was regarded as hit-and-miss. I managed to read some of Complete Champion, but there is a lot of (not fully usable) fluff and little crunch. I haven't heard much about Complete Scoundrel - the main reason people seem to pick it up is the skill tricks.
I liked Magic of Incarnum - I don't know how often I would use an incarnum class as the base of a build, but almost any character can benefit from it.