Generalists - can feel dull compared to your sodales with more focussed magic. However, the specialist non-specialist with good all-round arts and Life-Linked Spontaneous Magic allows you to get that one spell you really need for the situation you're in, at the cost of exhausting your magus.
Books - there are threads detailing reviews of books and recommended purchase order.
This one and this one were useful.
Short answer - depends what you want to play in your game. If you like mystery houses (bjornaer, criamon, merinita, verditius) then HoH: Mystery Cults is a must. HoH: True Lineages contains four more lovable houses, plus the original research rules, hermetic justice rules, how the redcap network does its thing, and extra certamen rules. HoH: Societates contains four houses (including a lot of Ex Miscellanea with funky new abilities) and lots of stuff on magic combat, illusions, and using mundane agents.
Realms of Power - Magic is great as it has really good rules for creating magical characters, creatures, spirits, etc. Whether you want Faeries, Divine or Infernal depends on how much you want to focus on those elements in your game (but all three are great).
Covenants - first supplement I bought because the extra boons and hooks gave me so much inspiration for weird and wacky settings for your magi.