I wrote out an answer and glad I double-checked, as I was a bit off-base, so revising here.
There is the box set, then the revised campaign setting. I think you want the latter:
http://www.rpgnow.com/product/17203/Dark-Sun-Campaign-Setting-Expanded-and-Revised-Edition-2e?it=1There is also the 4e book to consider, but my vote would be the one above.
There are some more specific setting books such as the The Ivory Triangle and City by the Silt Sea, but unless you really prefer to start zoomed in and without the full context of the mileau, one of those should be a second purchase, provided you are still into it after getting through the box set. I mean, we're talking $10 per book or box, not a big investment.
For the the revised campaign setting has three books. Here is the table of contents from books 1 and 2. The third book is a short one on psionics.
Book 1: The Wanderer's Chronicle
Introduction
.......................................................... 4
About This Revision...........................................4
Who Is the Wanderer? ...........................................
6
Chapter 1: The Nature of the World ........................................ 7
A History of Athas .................................................. 9
The Blue Age ................................................... 9
The Rebirth ................................................. 10
The Green Age ................................................ 11
The Time of Magic ............................................. 12
The Cleansing Wars............................................. 13
The Age of the Sorcerer-Kings ..................................... 14
The Decade of Heroism.......................................... 14
Champions and Sorcerer-Kings.......................................... 15
Supernatural Forces..........................................16
Priestly Magic 16
Wizardly Magic
..........................................
17
Psionics
..................................................... 18
Natural Forces .............................................. 19
A Barren World ............................................. 19
The Lack of Metal 20
Changes in the Land
................................................
20
The Races of Athas
...........................................
22
Aarakocra ................................................. 22
Dwarves 22
Elves
..................................................
23
Half-Elves .................................................... 24
Half-Giants .................................................. 24
Halflings ...........................................
..................................................
25
Humans 26
Muls .................................................................... 26
........................................ Pterrans
.......................................................................
27
Thri-Kreen 28
Chapter 2: The Tyr Region............................................. 29
Culture ............................................. 29
Geography............................................. 31
The Silt Sea ............................................. 31
The Tablelands.............................................33
The Ringing Mountains....................................... 38
The Hinterlands............................................. 42
The City-States............................................. 44
Tyr ............................................. 46
Urik 51
Raam
.............................................................................................
53
Draj
......................................................
............................................................................... 57
Nibenay............................................. 59
Gulg............................................. 61
Balic............................................. 64
The Villages............................................. 66
Altaruk............................................. 67
Cromlin .................................................... 67
Hidden Village ................................................ 67
North and South Ledopolus..................................... 67
Ogo....................................................... 67
SaltView 68 .............................................
W alis 68 .............................................
Other Points of Interest............................................. 68
Silver Spring Oasis 6 8 .............................................
Grak’sPoolOasis.............................................68
Islands of the Forked Tongue Estuary ............................................. 68
Kalidnay Ruins ................................................ 69
Bodach Ruins ............................................... 69
The Pristine Tower .............................................. 69
Giustenal Ruins ............................................... 69
Dragon’s Bowl ................................................70
Black Sand Region ............................................. 70
Estuary of the Forked Tongue .................................... 70
Currency of the Region ............................................. 70
Chapter 3: The Jagged Cliffs Region ....................................... 72
Culture ........................................................ 72
Geography ..................................................... 73
The Silt Sea .................................
The Barrier Wastes ............................................. 74
The Jagged Cliffs ............................................. 76
The Scorched Plateau ........................................... 82
The Crimson Savanna ........................................... 84
The Lost City-States ................................................ 88
Kurn ................................................ 88
Eldaarich ................................................ 92
The Last Sea ................................................ 95
Saragar ....................................................... 95
Thamasku ...................................................... 99
The Kreen Empire ................................................ 100
G’lathuk Society .............................................. 101
Current Endeavors 102
The Bandit States...............................................
............................................
103
Villages and Tribes of the Barrier Wastes.......................................... 103
Other Points of Interest............................................ 105
Nexus .................................................... 105
Pyreen Grove.............................................. 106
Godshold .................................................. 107
Winter Nest ................................................ 107
Chapter 4: Beyond the Tyr Region ........................................ 109
Culture ....................................................... 110
Geography .................................................... 110
East of the Tyr Region ........................................ 110
West of the Tyr Region.......................................... 110
South of the Tyr Region ......................................... 111
Eastern Locations ................................................ 111
Ket
TheRoad of Fire
................................................ 111
.............................................. 111
Shault ............................................
The Mountains of the Sun
112
........................................... 112
The Silt Archipelago ........................................... 112
The Valley of the Cerulean Storm ................................. 113
W estern Locations................................................ 114
Pterran Vale and Lost Scale ...................................... 114
The Great Rift............................................
Si’jidzak
115
............................................ 115
Southern Locations ............................................... 116
Celik ............................................ 116
Durg’sPuddle .............................................. 117
Last Drink ............................................ 117
The Crimson Monolith............................................ 117
The Dead Land............................................ 120
Small Home . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
The City of a Thousand Dead .................................... 121
Chapter 5: Monsters of Athas . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
Animal, Domestic . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Erdlu . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 123
Inix ............................................ 123
Kank ............................................ 124
Mekillot............................................ 124
Dregoth, the Undead Dragon King............................................ 125
Giant, Athasian . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Beasthead . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
Desert............................................ 128
Plains . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 128