The D&D Rules Cyclopedia, often referred to as simply the Cyclopedia or RC, is considered by many to be the finest Classic product, if not one of the finest D&D products of any edition, TSR ever published.
The RC is a compendium of the Basic, Expert, Companion and Masters sets from the Mentzer/BECMI edition, containing most of the rules material from all of those products, as well as a greatly expanded primer section concerning the Known World/Mystara Campaign setting. The Mystic Class is also formally added to the standard options, and different systems for tweaking or removing the demihuman level limits are presented. Lastly, the tome includes conversion notes for using it with the AD&D game line, and vice-versa.
Wrath of the Immortals is the expansion to the RC that replaces the BECMI era Immortals set, updating and expanding those rules. Like I mentioned with the Immortals set, if extreme high level play and PCs as gods doesn't interest you, this book is optional.
Along with these two manuals, throughout the 1990s, TSR published a couple different versions of a basic rules set or boardgame to accompany them and keep the Basic D&D line alive. Most include a variation of a starter adventure called Zanzer's Dungeon, but aside from that scenario, none really innovate or offer anything new, and are generally in the realm of the hardcore collector only, but will serve just fine for a basic level introduction to the Classic D&D game line. The following are thumbnail images of the various sets: