I just picked up First Aid for Step 3...I've used the First Aid series for Steps 1 & 2 and I like using it as a general resource for those exams. My senior last month was using the USMLE question bank as his main study aid and he felt pretty good about how that prepared him for his exam. I used the USMLE question bank for Step 2 and I liked it as well.
I don't think any of the books I read actually addressed any topics on the exam, but they were a helpful review. For instance, they'd help me identify the disease by halfway through the stem, but the question would be about "most likely prognosis". WTF. No book is going to that depth. I think questions- the kind with the expanded answers- are probably they way to go. Having said that, I passed (I also had a very well-rounded intern year). The second half of the second day where you "see" the patients rocks. Just do the demo software first.