Well, I just own the Core book, Aquilonia Flower of the West and Shadizar box set. All of them are great! Shadizar contains an adventure and the book of Aquilonia has a lot of hooks to give you ideas for your campaign. Many hooks can serve you well to run a long adventure.
I think the Black Kingdoms book is easily your best bet. It contains three complete scenarios that have a great Conan feel. The two pdf adventures were just okay, but I thought the module in the back of Thunder River was solid.
Alternatively, I personally didn't care much for the Shadizar set--the material wasn't very meaty for the price. Same goes for a few of the other supplements. However, I remain a big fan of Road of Kings--probably my favorite supplement overall.
I too wasn't overly impressed with Shadizar; it's got some good info, I just don't think it needed to be in a box-set format. Would have made a good HB for $15 cheaper. Also, it takes up alot of shelf space, which is not necessary.