I don't recall of the top of my head whether or not Martial Law has rules for creating fighting styles, but College of Magics certainly contains everything you need to know about creating spells and casting styles. Codex is not simply a spell book, it also contains 4 new classes - Shadowblade, Druid, Adventurer and Mystic.
Many people on these forums will recommend that you get College of Magics as your first supplement, and it is one of the best roleplaying supplements regardless of system, but I think it depends on which way your campaign is likely to go. If magic is the core of your campaign, then CoM is your best option. However, if you want a bit more variety, then I would recommend Codex, as the classes in that book offer a broader range of options.
Hawk