My favorite set that I bought since getting back to playmobil, always wanted to have it as a child and its been prominently present in all of my stories.
As for other medieval sets, I agree about the bakery, museum and whatever houses may be available in your region. In germany they have a blacksmith as well which will come to other countries sooner or later.
Adding to that I'd like to suggest getting farm animals, sheds and fences too, and maybe some trees.
Here's some of the stuff I got with my last DS order.
The stable and fence fit perfectly together, and the shepard with sheep works well in the medieval theme too.
I'd also suggest trying to get your hands on any of the forestmen sets of the 90's, they where released not long after the 3666 castle. They are hard to get though, all I have is a robber and a hunter. Still hoping to get all the other sets at some point.