Covenants - it'll help you generate an interesting one and also make interesting ones neighbouring it. The sections on books and laboratories will make your players think about how they're going to improve. There's ready-to-use covenfolk characters and vis sources. It's a very good book.
Mysteries revised edition - I love the mysteries, and find they give inspiration for a wide range of magical activities. In the short or middle term they're a diversion that slow your magi down but do allow you to do some very cool things and generate a lot of stories.
My favourite Realm of Power book is magic - it gives good, internally consistent rules for generating Magic characters (both PC and NPC) which are reasonably balanced. It also has a huge number of interesting ideas (things about auras, the Magic Realm, objects of virtue, familiars, spell-like vis) that will enliven your campaign.Includes a pretty good bestiary. I don't own Faerie but hear it's pretty good as well. Divine has some good ideas, but I find The Church slightly more useful. Infernal is useful for opponents and includes some good sample adversaries.
Houses of Hermes - depends on what people play.
Mystery Cults makes a huge difference if someone wants to play Bjornaer or Criamon, as in the main book it's "you get a special ability" with the briefest of descriptions on how it works. The expanded mysteries for Merinita and Verditius make them a lot more interesting too.
True Lineages has sections relevant to tribunals and setting as written - Bonisagus have the Original Research rules, Guernicus a section on Hermetic Law, Mercere a section on redcaps, and Tremere a section on Certamen.
Societates has a selection of rules such as using agents, fighting invisible opponents, illusions, and a huge number of new magical abilities for Ex Miscellanea.
Once you get past these:
Hedge magic & Rival Magic - great if you want non-hermetic magical opponents. Take a bit of getting used to and may require you to work on new spells for them.
City & Guild - clue is in the name, it's brilliant if you play in an urban covenant or have craftsmen or merchants as characters. Using this and the main rulebook, you could create a brilliant game of playing medieval merchant adventurers which barely touches on magic. For a rural covenant where you hand-wave over the covenant's source of wealth and how supplies of exotic materials are bought in, this book is mainly useful for the travel tables, price lists, and new area lore & intrigue rules.
Lords of Men - great if you have dealings with nobles or have characters with virtues like Landed Nobility. Also has battle rules for the part of your saga where your magi can't throw hillsides or 10,000 javelins at the opposing forces.
Art & Academe -lots of interesting ideas about the world the magi inherit, and has a good section on non-Gifted things you can do such as astrology, alchemy and medicinal theriacs. However, as the title implies it's only crucial if you want to play a Maestro/Mythic Artist or an Academic. (My current saga earns its wealth from a school so we have a schoolmaster companion character, so we've ended up using this a bit).
Ancient Magic: I love it as a source of story ideas, but we've still not integrated a single effect from it into our game.
Tribunal books - all very interesting, all full of story ideas, all describe a political set-up very different from the standard (which makes you wonder - if they're all so different, are there any "standard" tribunals as described in the main rules?) I rarely use these books though as I prefer to use Covenants to generate weird & wonderful covenants of my own and set them in a country of my choosing.