[Ulzgoroth]

Okay, so that means that Powers and Supers are unlikely to be needed.

Honestly, you probably don't need anything except the Basic Set and probably High Tech. (Maybe plus Pulp Guns if you're into an even richer period weapon list.) And some people would recommend not diving in with more material than you actually need...

But since you're asking, some other books you might find useful:
-Martial Arts, good for any game where muscle-powered violence has a part.
-Gun Fu or Tactical Shooting for more gunfighting details, respectively in high-flying action and high-realism flavors.
-GURPS Social Engineering for expansion of the basic social skill rules.
-GURPS Mysteries if that seems relevant to your campaign ideas.