In my opinion the best EU works are:
The Tales of the Jedi comics;
Knights of the Old Republic I & II;
Star Wars: The Old Republic;
The Republic comics;
Tartakovsky’s Clone Wars;
Labyrinth of Evil;
The Force Unleashed;
The Thrawn Trilogy.
In general, my favorite eras of the Star Wars universe are the Prequel Era and the Old Republic Era.