Excellent choices- the Thrawn Trilogy, I agree, sets up the rest of the EU- Anything Karen Travis writes is superb! Her Republic Commando novels are outstanding stuff. Getting into the hearts and minds of the Clones, the Mandalorian drill sgts who trained them as well as the Mandalore culture. GREAT stuff! Triple Zero- reigns supreme! Karen Travis breathes such life into the characters, you won't believe it. I was hooked by a line from one of the characters, when on a misson in the jungle, is rubbing mud on his white armor: "This white armor might be good for a parade, but when I get back, I'm putting in for some matte black armor!"
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She not only does a great job w/ the Clones and Mandalore characters, she even has her own suit of Republic Commando armor! Back on clonetroopers.net a group helped equip her in the distinctive black armor of Omega Squad.
Tales from Jabba's Palace, Tales from Mos Eisley! Oh YES! Great stuff! You'll find out how Boba Fett escapes finally from the Sarlacc!
I just finished reading the Yungzhan Vong series. A truly massive series and it was frickin incredible! Coruscant is taken by the galaxy's invaders! It starts small and gets absolutely huge! Luke Skywalker's character gets even better. You'll love the Solo children: Anakin, Jacen and Jaina. I never read the series where they are kids- they are bad ass Jedi in this series. There are numerous very interesting characters in this series. From Jedi Knights & Masters who disagree with Luke on how to fight the invaders, to the Republic and it's Senators, to the Yungzhan Vong themselves. Good stuff here. Stuff that you won't want to put down.
After the Yungzhan Vong is the Joiner King trilogy- a whole 'nother direction for our fearless Jedi-
After that- the fall of Jacen Solo as he turns from one uber tough Jedi to- Darth Cadeus. Lots of good reading in this series and ultimately, a favored character is killed. Thought provoking to the end.
It's still getting better with the series currently- Luke and his son Ben in "exile" trying to solve a Jedi mystery illness affecting young Jedi-
Ben's character begins to get really good in the above Jacen Solo/Darth Cadeus work, and gets better still in the current works.
And, if you remember Luke Skywalker from the movies, the above stories take it waaaay farther. Grandmaster Luke Skywalker is unquestioningly the baddest dude in the galaxy.