We use the library a ton, too. For science we like Magic School Bus and Magic Tree House books. Your library should also have a section of books with science experiments. Keeping a nature journal when the weather is decent and making collections of leaves, rocks or whatever is another way to approach science. Spending time at a science museum, zoo, or nature center is good, too. We really enjoy Great Adventures in Science by Zike, too.
For history we use real books. I just pick a topic and start getting books from the library. My DDs love the American Girl books and they have TONS of history. The more of them I read the more impressed I am. I also read them biographies, Usborne and DK books, etc. There are just so many good books! We some times do hands on projects, too, such as weaving or candle making. I made each of my DDs a Book of the Centuries, if you want more info about this just say so.
For geography we have maps in the wall and a globe accessable. We find places all the time (if we eat Indian food for dinner, we find India, if a country is mentioned in the news, we find it, etc.). I also make little disks for the girls to put on the map for different things. For example, when we studied the European colonization of N. American, I made disk for the first settlements with the flag of the country and the year they came. My kids put them up with blue tacky stuff, so we could take them off and on over and over. Very easy, very hands on, very fun.
If you are just getting started and trying to decide how to spend money, I would buy a map, a globe, and a nice blank book for your DD to keep a nature journal and use the library for everything else.