I agree, Road of kings is the best 2nd book, it will give you a better persective on the hyborian world and a lot of ideas to start your campaign
as far as the 3rd, hmmm, they are more specific, in my opinion across thunder river is the best, but if your campaign is not going to be in that region you wont get as much out of it as if you did,
i would recomend you get the first 2 books and see where your campaign is going, and get the 3rd based on that
also a good idea is to get some R.E. howard stories to get adventure ideas and a better feel for hyboria