Books of quotations are important, I think, for those odd occasions you need to have one. And that phrase “odd occasions” is the rub: do you actually need to buy a reference book for occasional use when there is so much available on the web these days?
I think you do, for two reasons and a potential third.
First, on a purely pragmatic note, will you always have (or want) access to the web while you are writing? Some people deliberately closet themselves away from such “distractions” or use a word processor that takes over the whole screen so you can’t see the icon for internet browsing, or even disable their internet access completely while working. In any of these circumstances, a book (either digital or physical) is the only option.
Second, you have to be really careful about using websites for quotations, because different websites often give different versions of the same quotation. One thing to do is consult three websites in the hope that two of them will independently give the same version. Alternatively, use a source you can safely assume to be authoritative, such as the Oxford Dictionary of Quotations or one of its variants.
The potential third reason is if you are looking for particular kinds of quotation. For example, you can buy books containing literary quotations, political quotations, death bed quotations and famous insults.
You can also choose between collections of quotations and collections of “modern” quotations (however defined).
On the subject of quotations, I had a look at collections of anecdotes recently. They were organised by the character involved rather than the subject matter. Thus if you wanted to look up anecdotes concerning Dr Johnson you’d be fine. However, if you wanted to look up anecdotes concerning a subject, such as politics, it would be more difficult. The relevance of this here is that it reminded me that I’ve also seen books of quotations organised by “quoter” rather than subject. In my opinion these are less useful than ones organised by subject, but your requirements may be different to mine. It’s worth bearing in mind that both types of book are available.
In fact, more than “both”. The Oxford Dictionary of Quotations is mainly organised by author, with a section called “Special Categories”. There is also a variant organised by subject, designed for students and teachers.
So, lots of choice, and it’s obviously impossible for me to recommend anything in particular because you know your needs better than I do!