[Belegorn]

I read them because there is extra information there that to some degree can be seen to expand on the history of LotR. Unfinished Tales for instance is one of my favorites. You read about Isildur's final days, about the great Steward Cirion and the history of the Rohan/Gondor alliance, there are things about Aragorn's people, what the Nazgul were doing when they looked for the Ring, there is stuff in there about the Palantir used by Aragorn, Denethor, Saruman, and Sauron in LotR, and some First Age stuff with Hurin and Tuor.

In Morgoth's Ring there's stuff about Elvish society, Morgoth's transformation and motives, and some old Edain lore about how they had a dark past with Melkor before reaching Beleriand.

I also like The Lays of Beleriand with the 2 big poems there, another rendition of the Children of Hurin, and one with Luthien.