Here is my $.02.
The best fluff for warmachine
itself are the rule books. I have never seen a company put so much effort into the story of every character, and every rule book that they put out. It covers the character development, National politics, and some mythology.
The best guide to the people, classes, religious history, mekanica
, and even warcaster
armor is the Character Guide. Very good and a fun read.
For the time lines, national histories, city details, it is the world guide. However a word of warning on this one. It is a long read - a little like a history book, and encyclopedia - not bad, just be ready.
The lock & loaded book which is out of print is basically an early mixture of the character guide and world guide but on a much smaller scale. That is were I got started after reading Prime. Found in on Ebay
The witch fire trilogy is an AD&D module set - I read it like a novel and it was neat. Very focused story, but gets you in the mood.
Then the monsternomicon
- another great read - alot
like all the other monster books, but the fluff was fun to read. The Dragons are insane - if you play AD&D - the dragons are basically god like. The concepts of the undead are also detailed in this.
I have the libra mekanica
- just have not gotten to it yet - the world guide is huge
I really like the whole Iron Kingdom world - from soup to nuts - that is why I have read so much. I think Warmachine
can be self contained if you want, but if you hunger for more I would get the character guide or lock & loaded (if you can't find it - you can borrow mine). It also has a full map which is helpful and missing from the other books (world guide has one too).