I have yet to run into any setting, Faerun, Star Wars, Star Trek, modern day cop show, modern day urban fantasy
Not a single one that I couldn't run *adequately* using GURPS, either edition, Hero System, or D20 modern.
I am more Story based, so for me, it's about the players buying into their characters and the situations the characters find themselves in.
Sometimes the Players like the crunchy stuff - and a pretty straightforward combat secenario fills that need in any of these systems.
Sometimes a good session is when no die are touched.
Sometimes a good session is when the Players gulp and grip their dice, wondering if their characters are going to survive this mess.
The systemry is really secondary to the story and how well the players buy into it.
So what game system to buy?
GURPS is a good mix of flexible and easier. HERO system is good for detailed character conceptions and more finely detailed simulation. D20 is excellent for ease of play, but so-so on flexibility.
I can't tell you which one you will be happier with. I can tell you it's really far far secondary to who you're playing with and how much fun you have.
I know that D20 modern has a lot of support, but it's going to change, soon, because of D&D4th/Star Wars SAGA.
The GURPS books are spendy but they probably won't come up with a new edition soon. GURPS also has a boat load of world books and support information.
So. Flip a coin.
There is no point in getting really worked up, here. Role Playing Gaming is fun, but it's supposed to be just that. Fun. If you're not having fun, then it's not working like it should.