Well, here's a list of my favourites, (sans the Heir to the Empire Trilogy because yerssot mentioned it):
Splinter of the Mind's Eye - A look at the original sequel to Star Wars, and a look at the inspirations for planets, peoples, and plot twists throughout the rest of the movie series.
Tales of the Bounty Hunters - Short, simple, and fun.
Shadow's of the Empire - Action-packed, somewhat cryptic, and somewhat disturbing (sexually).
Spectre of the Past, & Vision of the Future - By Zahn, a follow up on the Heir to the Empire Trilogy, with a twisting and a cryptic plot-line.
Vector Prime - Sad. Chewie dies, Republic invaded. *Cries*
Star by Star - A Solo child dies. *Cries*
That's about it.....atleast, those are my FAVOURITES out of the entire EU....
Lol.....
RANDOM QUOTE:
"We're going to die, damn it! I don't want to die!"
Luke looked at him long and hard, and he said softly: "No one wants to die, Ruu, but it is our destiny-each of us. If the Republic is to live-then we must die, and fade, and the Force must become but a whisper to the ear of the citizen."
The Thrawn Trilogy and the little Thrawn Clone duology are great reads, as is the entire X-Wing series (except maybe the last one...it's kinda weird). The Bounty Hunter series is pretty decent, might I add, but the style in which they're written is...well, weird. It's hard to explain.
I try to avoid the Yuuzhan Vong (sp?) stuff, it's really absurd if you think about it.