There are many different sourcebooks available for GURPS; each tackles a different area of the universe, sometimes an adventure (or set of adventures), sometimes a particular genre, sometimes just expanded rules for completeness.

What follows is a list of GURPS resources, which I will periodically update as I hear/think of more:

Basic Set
This is the original source book; there have been three or four different editions released to date, with rules updates and new abilities or technologies. The Basic Set, and a six-sided die (preferably several), are all you need to play the game, and it really does a great job of sketching in what is really a phenomenal amount of information, making it reasonable to play just about any genre without a *whole* lot of work on the part of the GM.
Ultra Tech & Ultra Tech 2
This is the definitive sourcebook for a wide sample of well-implemented future technologies, from the near future (tech level 8) to the edge of imagination (tech level 16). Between the two books, they define tools and equipment, computers, communications equipment, weapons and armour, spy & surveillance equipment, security systems, medical facilities & devices, cybernetics & bionics, scientific procedures, and transportation. Most of the details are fairly exhaustive, though several of the topics are covered in still more detail in other sourcebooks. I don't particularly like the way they do computer technology, it being limited in scope and very unrealistic; as well, modern technological developments are showing the proposed timeline needs drastic revisions. However, the structure of the book, and the system in general, allows a somewhat creative GM to use the resources in whatever way (s)he sees as more realistic anyway.
This sourcebook contains detailed (sometimes too detailed) rules on how to construct vehicles from the ground up, all the way from the invention of the wheel (tech level 1) up to the far distant future (tech level 16, though it's pretty shaky). The book is arranged so that someone can conceptualize their vehicle, decide what technology is available, and construct the product progressively through the book, then calculate various things such as top speed, maneuverability, capabilities, armor structure, aero- or hydro- dynamics, and stealth properties. The book has been revised once, with many errors and omissions rectified.
As its title suggests, this sourcebook goes into specific detail on the particular genre-world of the cyberpunk. The available technology is a modified set of what is available in the standard (ultratech) timeline, with cybernetics and biotechnology greatly advanced in respect to other technologies, and the environment itself a sort of high tech-gothic hybrid (think Shadowrun or Blade Runner).