From a purely practical perspective, there is little point in buying any Pathfinder books besides Campaign Setting books and (especially) Adventure Paths. All rules are available for free (legally) online at AoNPRD.com (a fansite that has been turned into the official reference document).
Adventure Paths are also likely to just...look the best, as they tend to have a lot of fun art in them and very eyecatching covers.
Ultimate Psionics is the way to go, as it is the most up to date version of those rules, and erratas several things from the original Psionics Unleashed and Psionics Expanded books; it is simply an updated combination of the other sources.
Psionic Bestiary is neat, but not exactly a must have even if you're running a Psionic game.