For what you're interested in, I'd recommend the following:
Car Wars Deluxe Edition - this should be the #1 item on the list. The Classic rules are a subset of this and it includes the materials from Truck Stop as well. This is the same purchase as a Compendium + upgrade, so skip those. It has road sections and counters too, although you may want more variety.
The
Mountain West Road Atlas is a reasonable purchase for background material, however it doesn't include Nevada. The Road Atlas series was never finished, and Nevada was one of the states not covered. That said, there was a scenario (Badlands Run) in
Autoduel Quarterly 2/2 which went through Nevada. You can probably get some useful stuff from that.
I'm not sure which version of GURPS Autoduel you are using, but the
First Edition is generally considered to have better setting info in it.
The Vehicle Guides might be the next best items to pick up, as they provide stats for vehicles to use. If you do, be sure to check the errata for them. I'd go with
Vehicle Guide 2 as first choice, then the
Combat Showcase, then
VG 1, and finally
VG 3.
Uncle Albert's Catalog From Hell would be the next item. It has pretty much every item every published for the game. The other catalogs are pretty much redundant if you have it.
I'd probably look at additional counters and/or road sections next (there are some that aren't in the Deluxe Edition). Deluxe Road Sections
1 and
2 have some. If you're just after counters and not looking for maps, I'd take a hard look at
Expansion Set 10 - it has the counters (but not maps) from most of the other expansions.
Keep in mind that for all of the above, you'd need to print the road sections and counters (and cut them all out). The physical copy of
Car Wars Classic (and the
counters which are duplicates of the ones in the set) are the only ones currently in print. (You can try E-Bay for materials, you'll probably end up paying more though).
Other stuff on your list...
The
Autoduel America might be helpful, but I'd place it lower than the above, as it is just a map, and you're looking at a smaller area.
Convoy is a standalone adventure designed to be played solo (with numbered entries leading from one to another) - there might be some bits you can pull from it, but I'd actually suggest getting
Autdouel Quarterly 1/1 instead as it has the adventure as well but is intended to have a GM and might be friendlier for your purposes. The other expansion sets might be worth getting, but you'll need to pick and choose - many are arena maps mainly. Similarly, the other Road Atlases might be useful, but you'll want to look at where they cover.