The regrets thread got me to thinking of the rare rpg books I stumbled across that I'm so glad I bought on impulse.
I was at half price books and saw the Amber RPG there. At first I thought I was crazy, I'd never play it. I have yet to play but man I'm so glad I got it.
GURPS Traveller for GURPS 3rd edition. I wasn't playing 3rd any more and I already owned it. It was a leather bound volume and I bought it on a whim. I later found that it was signed by Steve Jackson, Loren K. Wiseman, and Mark Miller. Copy 110 out of 610, and it still smells like brand new, the binding still creaks.
There are others but those are off the top o' me head.