The Codex Seraphinianus http://www.amazon.com/Codex-Seraphinianus-Luigi-Serafini/dp/0847842134 This is actually a really affordable reprinting, older copies go for $500
I randomly stumbeled across a Citadel Miniatures catalogue in a Games Workshop store. It is pure awesomeness. 400-500 pages of Warhammer, WH40k, LOTR, Chaos Daemons Characters, Vehicles and Environments. Some examples: I am not sure if they still print these, but you can still pick them up on ebay.