First splatbook you begged your DM to approve.
While things have changed a bit as I've gotten older (I'm looking at you Pathfinder Magus), this was never an issue with my groups. Pretty much any of the books were fair game. The DM would normally read over it first, but rarely was anything outright banned. Things might get altered slightly, but rarely in my history of gaming have DM's outright said no.
I guess I'm going to go with the Complete Book of Elves again to answer the question though. It was the first non-essential book I wanted to use in game.
As a side note, I'd never heard the term splatbook until I started blogging and for the longest time I didn't know what people were referring too.