The Star Wars cantina scene has a lot of interesting looks for alien species, but doesn't present a lot of different alien psychology. This isn't necessarily a bad thing, depending on what sort of science fiction setting you want to run, but there are some good inspirations for more varied, detailed aliens.
GURPS Uplift details David Brin's Uplift Universe in game terms and also presents a detailed random alien generation method. Also in the realm of GURPS books, GURPS Traveller: Alien Races 1-4 have some good stuff in them.
Contacting Aliens: An Illustrated Guide to the Uplift Universe actually details more species than the GURPS book, but doesn't give any game stats, obviously.
Chanur's Venture by C.J. Cherryh is worth picking up at a use bookstore for it's appendix on the species of the Compact alone. All of her aliens are detailed and well-realized.
Barlowe's Guide to Extraterrestrials is an overview of interesting aliens form a lot of science fiction with nice pictures.
Those are just a few, but one's I've found useful and inspirational.