If you are playing 4th Edition then get the subscription to the Wizards of the Coast site because it will save you a lot of money. You may want to get a real-life player's handbook (Volume One I would presume) because it is handy to have with you when you play.
I personally play 3.5 because the 3e book is pretty cheap and Wizards has released all of the info for it on the internet for free under the SRD. This is mainly if you just play with friends , though, since 4e is what is mainly used at drop-in games at comic-book stores and such.