Sigmar's Heirs has tons of statistics on the Empire. The Bretonnia guide, Knights of the Grail(?), does the same for the land of the Lady. Could be used for a campaign I imagine. The Paths of the Damned really flesh out Middenheim, Altdorf and Nuln if you need maps and ideas for sieging them. Haven't read the others since my group quickly got tired of the RP system. However, I believe, even without having read it that Renegade Crowns deserves special mention; describes the Border Princes and comes with a princedom generator if I'm not misremembered.