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So you've picked up a shiny new copy of GURPS, and you'd like to get together with your buddies to kill some monsters and take their stuff. There's one problem: no monsters. That's right, none. Several of the more popular games come with a great big book of monsters to kill, and information about the stuff they have you can take. GURPS doesn't have that.
Except, of course, they do. They have more and better monsters than any other game I've ever seen.
There's a catch though. GURPS is a universal system. That means that a traditional dungeon-delving fantasy adventure is just one of the options in the game. But you could also be playing a hard boiled detective, a colonist on Mars or a cowboy fighting off cattle rustlers. Monsters just don't make sense for those genres. So rather than pad out an already thick set of books with a completely unnecessary monster manual, they've been split off in more appropriate ways.
My first campaign was modern urban fantasy. I used the basic set, which included several good templates for that environment, and a nice if crude magic system. There were even a couple of cool monsters, like a vampire and a ghost, in the main book. Since there are whole modern fantasy games about vampires, I could have run just with this. I wanted more though, the sort of adventures where there might be something terrible living in the Detroit River, or pure fear that would possess your bed sheets and try to strangle you. So I picked up Creatures of the Night. It's a series of books about monsters for all different settings.
For more generalized uses, there's also a collection of books about various non-human races. They can be used as either foes for your players to contend against, or templates for your players to build their characters from. If you like your rpg books to be beautiful, let me strongly recommend Dragons, which has lovely paintings of dragons throughout.
There are also genre-specific books. The Dungeon Fantasy series has a few pretty slick monsters in the second book, Dungeons, as well as a full-on monster manual series in Dungeon Fantasy Monsters.
The Monster Hunters series has a set of classic monsters appropriate to popular monster hunting entertainment, such as vampires, mummies, ghosts and demons.
The classic monster genre, of course, is Horror, and GURPS excels at Horror. The book discusses not only monsters, but how to make them really monstrous. Instead of just having ghouls or vampires as foes for stalwart heroes to slay, it includes advice on how to make them scare the willies out of your players (some of my players won't play horror games with me any more, because I'm already too good at this).