This is pretty big news, disguised as small news. GURPS books are now available electronically on RPGNow, not just on Warehouse23.
You can find the full list of them here:
This includes all of the books that are sold as POD (Print on Demand) on Amazon.com and Createspace and pretty much everything else.
Might I suggest starting with a copy of GURPS Martial Arts?
By the way, amusingly, RPGNow only displays for me in Francais. I don't know why, but oddly, it doesn't really affect my experience.