I'd say first get #1 and #2. #1 because of neccessity, and #2 because that's the one where the Kingdom rules are introduced, which is what the Adventure Path is ultimately all about.
Eveything else is really strictly optional.
How much you need to get now is really up to you imho. Personally, if you already have a group (or are preparing one that is just about ready to go), I would say get volumes 3-6 just so that you know a) where everything is going and b) what things you might want to change and thus, possibly need to foreshadow. However, I also think that you can likely get by with just PDF copies, particularly if your play area supports either a laptop or tablet. You can always print out individual pages that need to be handed to the players.
If; however, you are merely attracted to Kingmaker, but don't have a group ready to go or have even started trying to get one organized, or need to wait to finish the current campaign, etc. then truly everything after #2 is completely optional for now. After all, why buy 6 volumes when you might not actually get the group to use them?
In any event, I would say that everything but the 6 adventures that make up the path is absolutely optional. The path should be able to run just fine without all the extras. The extras are like the sprinkles on top of the cupcake. They might make it a little prettier, but its still a cupcake without the sprinkles.
Parts 3-6 are really useful for improved foreshadowing, I think. But you can probably get by with PDFs.
Let's keep it simple:
- Kingmaker part 1-2
- Map folio
- Kingmaker Part 3: The Varnhold Vanishing
- Kingmaker Part 4: Blood for Blood
- Kingmaker Part 5: War of the River Kings
- Kingmaker Part 6: Sound of a Thousand Screams
- Book of Friends and Foes: Assassins in the River Nations
- Book of Beasts: Monsters of the River Nations
- Pathfinder Chonicles: Guide to the River Kingdoms
- Book of River Nations: Complete Player's Reference for Kingdom Building
- Pathfinder Paper Minis - Kingmaker Adventure Path Part 1: "Stolen Land"
- Pathfinder Paper Minis - Kingmaker Adventure Path Part 2: "Rivers Run Red"
- Pathfinder Paper Minis - Kingmaker Adventure Path Part 1: "The Varnhold Vanishing"
I myself got by perfectly with the 6 parts, and the map folio because it was nice to use. Speaking of which, if you're really looking not to spend too much money, get the PDF and print them out yourself. Sure you'll lose on the colour, but it's cheaper. Then, after running KM for more than 4 years (still not finished btw :p), you can buy the books as a memento.
All those other things: nice, but definitely not must-haves.
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I recommend in order:
-Map Folio of the Stolen Lands
-Books 1-6
Prior to UCam coming out, I would have said that JBE's BoRN: kingdom building was essential. It is still very excellent material, but less useful since the rules have changed now somewhat. Definitely use this or Ultimate Campaign to guide your Kingdom Building.
Pathfinder Chronicles: Guide to the River Kingdoms
Other material that I found extremely useful:
- Kingmaker Forums here. There are numerous add-on material, extra events, side adventures, expansions of existing encounter, etc here, enough to overwhelm you. Pick and choose and they appeal to you. I hesitate to name names in fear of leaving anyone out.
-Module: Realm of the Fellnight Queen. This module really belongs in the Kingmaker campaign IMHO.
If you go heavy on the politics, I recommend any of the Song of Ice and Fire adventures from Green Ronin at a minimum for idea mining. I had great success running Wedding Knight as a prequel for my players.