Depends on what you're after.
Guns, Cars and Gadgets has exactly what it says on the tin. If you want to expand what a league can field, it's the go-to book.
Both Vice Alley and Perilous Island have campaigns with lots of new scenarios, and the scenarios can easily be used individually if you like. for them if you like. Vice Alley has an urban flavour with rules for NPCs and bystanders and scenarios for urban games or even non-violent games, whereas Perilous Island is more high adventure, with rules for large monsters (Terrors) and "Weird" abilities (though these are also included in Pulp Leagues) and the scenarios have a bit more flexibility.
I'd go with one of the two campaign books, honestly. More scenarios is always good.
Guns gadgets and cars is a bit more of an "advanced" book in that it can make leagues more complicated with more moving parts to manage (not so much that it's a burden or anything, it's just more complex than the base game). But it does have rules for driving cars, flying planes, and so forth. But if you really like the idea of getting your gangs into cars, with high-speed shooting matches between fellows standing on running boards, then maybe you'll go for that after all.
At this point there's no clear "next" book, since it depends on what you'd like to explore first, or what you'd most like to play. Do you want more Doc Savage, more Dick Tracy, or more Biggles?