For the new campaign, these materials would be helpful:
Players' Handbook | this is required | |
Class-Specific Handbook | strongly recommended | |
D&D Gazetteer | strongly recommended | |
Living Greyhawk Gazetteer | more information than Gazetteer, but not necessary | |
Greyhawk Player's Guide | older, hard to find, but a great resource |
EBay is a great place to find these items nearly new, and cheap!
The Dungeon Master's Guide, Monster Manual, etc. are not necessary for players, but feel free to get them if you wish.