Sort of depends what you're looking for.
If you're looking to expand with adventures, then The Emperor Protects and Tempest Rising would be where you head next. That's 6 adventures right there, including a few lengthy and complex ones that will give a wide variety of opponents to face.
If you're looking for rules expansions, then Rites of Battle and First Founding are your best bet (and Honour the Chapter when it hits later). These three books provide lots of options for the players. Mark of the Xenos is a good book for the GM, expanding on the Deathwatch's setting's three main antagonists (Tyranids, Chaos & Tau) plus numerous other odds and ends.
If you're looking for world building, then there's no better book than The Jericho Reach. It goes into great detail on each of the three Salients, and some additional player options geared towards those specific Salients. For a more general look at Deathwatch's setting, The Achilus Crusade acts as a good historical/background book, expanding upon what's in the core rulebook and giving lots of background information and ideas for new missions. It's less 'current' and more 'background' than Jericho Reach is, but as its aim was to describe the Achilus Crusade, it does its job well.
If I had to pick just three, I'd go The Jericho Reach, Rites of Battle and Mark of the Xenos.
Matt Eustace. Contributing Author Credits: Church of the Damned, The Lathe Worlds, The Lathe Worlds - The Lost Dataslate, Only War Core Rulebook, Hammer of the Emperor, Shield of Humanity, Tome of Fate, Tome of Blood, Tome of Excess and Tome of Decay.
The views expressed in this post are my own. I do not speak for or on behalf of Fantasy Flight Games.