I always like guides that add little bits of background info about characters or the story. For example, one Lament of Innocence guide provides ages for the characters and a Belmont family tree. Mostly, this something you tend to find in the Japanese guidebooks only, but the Millennium guide provides backstories about the characters and the enemies, which is really neat.
The only guide I own is the "All About Akumajo Dracula Guide", which covers SCIV, but also has a very nicely illustrated bestiary, and also lots of other things such as little columns about life in the Middle Ages, Slavic beliefs about vampires, a history of the franchise, etc.