GURPS has the 2 Core books and then a lot of setting, genre, gear, critter and additional rule books as well as prebuilt adventures and locations.
Here are some of the Genres or broad topics with a link to another page for more details on selected genres.
Action!™ For those who want to play movie action heros and such.
Dungeon Fantasy™ Optimized for Dungeon delving and what many call the murder hobo style of play, GURPS with most of the social and complex world stuff tossed out. A very popular and well supported line of several books. Essentially boiled down to Go to Dungeon, kill stuff, get treasure, blow it at the Tavern, repeat.
Fantasy Play in a world of magic! All power levels can be handled by GURPS and a variety of settings are published as well as books for making your own setting. More details here...
Horror Have a fun time scaring your players or being scared as a player! More on Horror here...
Historical - Handy for playing using real history as your starting point, or just to research.
Humor - Because not all games have to be serious! Remember SJG made TOON! Also Munchkin, Illuminati and many other non GURPS stuff aimed at just being silly.
Psionics Modern day to far future or even in the dark past, psi based campaign ideas.
Space A lot of stuff for science fiction adventuring, including lines like GURPS Traveler® More on Space stuff heres..
Supers Play a Super hero or maybe a villain! From Pulp heros to comic books and now movies this genre is great fun for all ages! More on Supers...
Transhuman Mysteries A Mystery book for Transhuman Space and related settings.
Specific Licensed Settings (some are out of print and many are for an earlier edition but still usable) This is not an exhaustive list just some of the ones I wanted to add. See the GURPS Book pages for a complete version.
Callahans Crosstime Salloon ®
GURPS Conan ®
GURPS Humanx ®
GURPS Lensman ®
GURPS Witch World ®
And finally the folks at Steve Jackson Games bring us several lines such as Action!, Dungeon Fantast and Monster Hunters
GURPS can seem overwhelming at first because of the sheer number of possibilities. However just focus on what you want and it keeps things pretty simple. If you want to GM a game then decide what you want to run. All you need for most stuff is the 2 core books but you can add a setting book if you want to play in a prepared world or maybe one of the World Building books (Fantasy, Horror, Space, Supers) to build your own setting. Then add things like Powers, Martial Arts, Thaumatology, the many tech and gear books to flesh things out for even more detail. This mix and match strategy lets you only buy what you want for the type of game you want to run or play in.