Really I've enjoyed them all. Some are better than others, but I read so many books I can't remember which are which, but overall I find them all to be a pleasant read.
Most of the more recent series indicate themselves as such. For instance the New Jedi Order series have a little box at the top of the spine just under the Lucas Books Logo or the Del Ray logo. The Dark Nest trilogy consists of The Joiner King, The Unseen Queen, and The Swarm War. Those were pretty good, but i think they are more of a bridge between the NJO and Legacy series. The Legacy series consists of Betrayal, Bloodlines, Tempest, and Exile.
Before the NJO series starts is Zahn's Hand of Thrawn Dulogy: Spectre of the Past, and Visions of the Future. They introduce more about the Chiss (Admiral Thrawn's race) and lead in to Survivor's Quest also by Zahn and it covers Luke and Mara investigating Outbound Flight, the details of which can be found in the book by the same name by the same author. The events of that book takes place in the prequel time between TPM and AOTC.
Cloak of Deception features Qui-Gon and Obi-Wan and comes just before TPM, it was good if you like Qui and Obi. Rogue Planet is something of a prequel to NJO and takes place bout five years after TPM I think. Outbound flight is next. Then we have The Approaching Storm which is just before AOTC, it features and Anakin and Obi-Wan's mission on Ansion which is mentioned in AOTC.
The Clone Wars books seem to be popular. They are Shatterpoint by Matthew Woodring Stover and features Mace Windu on his homeplanet. Next is The Cestus Deception featuring Obi-Wan and Kit Fisto (personally I didn't like this book very much). Jedi Trial stars Anakin, and was pretty weak to me, although the side story was interesting. My personal CW fave is Dark Rendezvous with Yoda. I have a feeling many would disagree, but I like the interaction between Yoda and Dooku. There is also the MEdstar Duology: Battle Surgeons and Jedi Healer,t hey feature Bariss Offee and are something of a MASH meets Star Wars, also two very entertaining books.
Labyrinth of Evil takes place just before ROTS and Dark Lord: The Rise of Darth Vader immediately after. Both are highly praised and with ROTS makes a nice Anakin to Vader storyline.
Darth Bane: Path of Destruction was a good book, has alot to do with Sith if you are interested in them.
If you like Clones, you will prolly like the Republic Commando series, there are two books Hard Contact and Triple Zero, the third book True Colors will come out soon. They are also interesting if you like Madanlorians.
Tattoine Ghost is an interesting bridge between PT and OT, it features Han and Leia on Tattooine "honeymooning" and trying to get a painting back from the Empire. Leia learns about little slave Anakin.
I left out ALOT of books that come in the middle because I read them about ten years ago so I'm guessing that you are familiar with them. I think this covers almost all the others.