Hi Maldroth!
One thing to do, before buying anything is to check out my website:
http://www.vroomfogle.com
In the top right there is a section labeled "Player Guides" - this is good overview information about Shadow World and is intended to be for Players. So you and your players can give that a read first and get an idea of the flavor of the world.
Then, as mathhatt suggested, I would get the Master Atlas (I suggest 3rd edition if you can still buy it), then depending on your budget pick up Eidolon, Emer I, Emer II, and/or Jaiman. If you like city adventures then Eidolon is a great way to go. If you want to recapture some of that nostalgia of your early Shadow World years then get Jaiman which is probably what you adventured in before.
Once you become a SW scholar and read all the books then you can sign up at my other website Nomikos (you'll need to show proof of ownership of an atlas), which has a wealth of information....but be forewarned it could be overwhelming to someone new to it!
http://nomikos.vroomfogle.com
Good Luck and welcome back to Kulthea!
And don't hesitate to post any questions or thoughts here, there are plenty of us SW aficionado's to answer them.