If you're looking for feats and archetypes then you'll get more value out of player companions than campaign setting books. Campaign setting books tend to have less in the way of rules information, and more in the way of setting information. However, new races aren't particularly common in either so if that's what you're looking for you're probably better off picking up bestiaries.
Generally speaking, the best player companions are ones with a strong focus, since they tend to nail exactly what they set out to do. The Weapon Master's Handbook and Monster Summoner's Handbook come to mind; absolutely must-have sourcebooks for the fighter and any summon-focused character respectively. Beyond that, Arcane Anthology is a really nice collection of spellcasting options, while Paths of the Righteous has some of the best prestige classes in the system.
Legacy of Dragons probably gets more hate than it deserves... but to be fair, it does deserve much of it. Basically, the book was going to finally deliver dragon rider archetypes, which had players really hyped up. What we got was poorly edited and so underpowered as to be unusable. The rest of the book was just fine, but a lot of people had purchased this book just for those archetypes so it will forever be remembered for those failures. Paizo never took another shot at dragon riders afterwards, meaning to this day it's a niche that remains unfulfilled and there's a lot of salt over that.
Inner Sea Magic, Inner Sea Intrigue, Inner Sea Combat, the Technology Guide, Path of the HellKnights, Dragon Empires Gazetteer, Distant Shores, Inner Sea Faiths, Occult Realms, and The First World, Realm of the Fey all provide options for the GM or player.
My personal favorites are the "Handbook" style Players Companions. I've found all of them fun to poke through whether I use the crunch inside or not.
Also Mythic Realms.
And Inner Sea Monster Codex.
I don't have that one in specific, but it's a campaign setting book and my experience is that those tend to be more fluff than crunch (and that's not meant in a bad way; they're great source material if you need cities, people, or places for your world)
Mythic Realms can be used without Mythic Adventures, as I understand there are still GMs scared to use it for some reason. It's really a sourcebook for developing cosmic level stories and villains ,like Thanos, for Pathfinder.
The player options are all mythic yes, but it includes a lot of world shaking npcs (like Arazni, the Whispering Tyrant and Old Mage Jatembe) and cool plot hooks.