I tend to prefer setting books with the core rules included. I'm thinking Atomic Robo for FATE Core and Young Centurions for Fate Accelerated. Having setting and system explained together helps me get my head around things.
I go back and forth on this, especially with Fate Core. On the one hand, Atomic Robo is a superb book with everything included. On the other hand, I'm really loving all the Worlds of Adventure for Fate that have "replace the Fate Core section on X with this" for skills, stunts, etc.