Best of the EU (IMHO)
Anything Timothy Zahn wrote
Tales of the .... anthologies - particularly Tales of the Bounty Hunters and Tales of the Mos Eisley Cantina, followed closely by Tales of Jabba's Palace
Shatterpoint - Mace Windu's Heart of Darkness/Apocalypse Now
Darth Plagueis - might have been last novel released before the Disney announcement, and it was awesome, really wrapped things up nicely.
Labyrinth of Fear - terrible title, but shows the Jedi hunting Sidious, without realizing who he is obviously, right before ROTS
Dark Rendezvous - great Yoda/Dooku back story
Rogue Squadron - zero Jedi, great characters, Wedge Antilles at his finest