To start with, I often bought a textbook and a review book/outline for each course, to help me out with the lecture notes. So were I to do everything again from 1st year, I would:
1. Go to SDN or poll a large number of students to research what's the best review book for that subject (e.g. anatomy, physiology, biochemistry, etc) BEFORE buying a review book.
2. DO buy a review book during M1 that will be suitable for you to (re)study from during the last month before the exam. DON'T buy these books and start reading them new the last month before the exam -- it's best if you just use them to supplement your studying as you go.
3. Be aware that during the last month before the exam, when you're hardcore studying, you may not be able to read 10 or 12 review books. General consensus is that:
a) Tier 1: You should definitely get First Aid for the USMLE Step 1, BRS Physiology and BRS Pathology. These are the ONLY three books that most people concur you should read cover to cover during that last month. (Note that BRS Physio is "not enough" for a lot of people during M-1 when taking physiology for the first time. That's okay, but I don't think you'll be able to escape it when studying for Step 1.)
b) Tier 2: Many people agree that BRS Behavioral Science is very close to the material on the exam and recommend using this for your school's behavioral science class. I did not personally find it that useful, but this is the general consensus. Definitely do not buy a huge textbook or the DSM-IV to study for your school's behavioral science class. For Step 1, most of this material is already in First Aid. High Yield Neuroanatomy is also very good (some people use Neuro Made Ridiculously Simple instead, which looks decent too) -- for neuro, I would not recommend BRS unless you're a masochist, because that thing is 400 pages long and undigestible for Step 1 crunch time.
c) Tier 3: Books with more variable opinions. Clinical Microbiology Made Ridiculously Simple is a student favorite; I hated it so I used BRS and it worked fine for me. Lippincott's Biochemistry - I used to clarify confusing points, but found First Aid sufficient for the most part.
Most people find First Aid sufficient for Anatomy and Embryology if you learned and understood it well the first time. Otherwise, High Yield is the shortest and quickest reviews you can get, but anatomy and embryo are really very SMALL and LOW YIELD topics on Step 1, so it's almost not worth bothering.