The guides and vaults are first and foremost produced to give the option of playing without all the card components. Generally I would say they can be avoided.
The Creature Vault is pretty handy though, because it gives you cards for a lot of monsters. Most (all?) of these are printed in various rulebooks, but having them all in a deck of cards is so much handier, as you can just pull out the cards you will need ahead of playing and you will not need to start leafing around in rulebooks for the right stats. In addition, the Creature Guide contains rules for using some of the new stuff in the creature vault. However, I would not say it is needed as you will probably only read the rules once to understand how the cards and sheets work and then never open the book again. Personally I bought some of the guides in PDF form so I could just look up things quickly when I was away from the physical books.
Tldr: Buy the Creature Vault for a full set of monster cards. No other Vaults or Guides add anything you need. Guides can be handy to buy as PDFs though.
What to buy after the Core set.
Generally speaking, after the Core set I would say the Adventurers Toolkit is a nice addition. It fills out the Core set with equipment for another player and a bunch of careers that really should have been included in the core set.
After that, you should be looking at the 4 big expansions;
Signs Of Faith (Priests, Diseases and Nurgle)
Winds Of Magic (Wizards, Mutations and Tzeentch)
Omens Of War (Fighters, Criticals and Khorne)
Lure Of Power (Nobles, Social Encounters and Slaanesh)
Pick in whatever order seems most relevant for your game.
Edited by Ralzar, 14 January 2014 - 08:01 AM.