You cannot go wrong with the HoH books, as everyone has already said.
After that, though, it depends on where you're planning on going with your saga.
Lots of "high fantasy"? I'd say Covenants (for all the in-covenant magical stuff rules, enhanced book and research rules, and more detailed Rego working guidelines), The Mysteries, and possibly RoP:Magic (which I haven't read yet).
If you want to fight stuff, RoP:Infernal and whatever other RoP's with the monsters you want.
For mundane political society, RoP:Divine, City and Guild, and possibly (once again, haven't yet gotten the budget for it) Art and Academe will probably fill out where you're going. I've found, however, that City and Guild is (possibly due to the constraints of keeping the book less than 200 pages and mostly being rules) a little Anglo/Northern European-centric; while they mention Italian city-states, there's so much different and distinct going on in them you'd need to do your own research. Ditto Transylvania, Greece, North Africa.
Ancient Magic is, in my mind, really interesting but of the least general utility. I really don't like letting players near half of the magic in it, either because the adventure to get it forces the saga to be about the ancient magic, which is usually something only one person is interested in, or because Hyperborean Magic is so grotesquely unbalanced once integrated into Hermetic Theory. However, it makes for great NPCs with magical powers that the players can't immediately wrap their minds around.
For example, I've been toying with the concept of creating a saga around the concept that Thomas Aquinas is a renegade Holy Mage and has mastered Adamic and some version of Hermetic Theurgy, and is harassing the Order.