This is from the Game WISH page:

What do you think about supplements to game systems? Do you like the additional material, or are you just annoyed about spending the money for the additional rules? Name up to three supplements you’ve really enjoyed, and describe why you liked them.

It depends what game system we're talking about.  If it's a White Wolf game, it would have to be a darn good supplement to merit purchase, even if I was playing White Wolf these days.  Their supplements include a lot of additional back-story, but I don't think my group has even tapped the core books completely yet.  There are many things that you can dream up without the aid of a supplement, no matter what system.

That said, there are certain supplements that I do enjoy.  The White Wolf style of everything being presented pre-constructed doesn't sit well with me.  But I do like the way that certain games are constructed for open-endedness, and enjoy the supplements for those games by extension.  Unknown Armies, by Atlas Games, is a classic example of this type of open-endedness.

It really does annoy me when playing D&D that there are so many books to tote around.  I detest the notion that I have to cart the Forgotten Realms books everywhere, but it seems that all of the "good stuff" is in those books.  Every time I ask "Where did that feat come from?" the Faerun books are always the answer.  That's at least two extra hardbacks to tote.  It makes me want to rip all of the pages out of the book and scan them to searchable PDFs.  (I could, you know.)

I also like supplements that aren't really supplements, or are more generic in nature.  One of my favorite supplements of this kind is Iron Crown's Nightmares of Mine (review), a book that helps GMs concoct methods to better bring horror to the table.  The techniques in this book can be applied to many genres, and there are many excellent ideas for improving the horror of horrific games.  These are the types of ideas that should have been in White Wolf's Vampire Storyteller's Guide, and were not.

Now that I have poo-poo'ed White Wolf entirely, let me recommend one of their books.  I know that anyone reading this with the skill RPG Lore knows what I'm about to say and they're hoping that I don't, but I really did like this book.  In fact, it pains me to say it because I usually don't like the crap published under Jess Hienig's reign.  But Tales of Magic: Dark Adventure (my review on site) was a supplement I enjoyed.  It was more like Nightmares of Mine, a meta-info book, than it was a supplement directly for Mage.

For nostalgia's sake and for the sake of having listed three supplements, I'll include a Shadowrun supplement here.  What a sorry state this game is in today.  Sigh.  However, back in the day, Virtual Realities was one of the my favorite supplements.  This is not to be mistaken for Virtual Realities 2.0, because it wasn't the game info that made this book good for me, but the story that it contained.  It was an interesting story with a nice explanation of "I think, therefore I am," and how it relates to the net/cyberspace/whatever.  In my opinion, no RPG has managed to properly boil down cyberspace into mechanics, so I wouldn't ever be impressed with the rules in this book or its successors.

What supplements I would like to see, though, are varied.  I would like to see some more stuff for TFOS (preferably in the style of the first incarnation, and less the insipid big-eye Saturday-morning Dragonball-Z anime style) or IOU for GURPS.  Come to think of it, GURPS supplements are occasionally good, if you can overlook the GURPS-specific content.

Also, I'd like to see a supplement for System DL that includes magic and a playable setting that's not superheros.