Like I said before, I think that the scenario Zahn created would serve well as a backdrop for a TV series. It gives an overarching plot but allows for plenty of side stories to happen in the meanwhile, much like the Clone Wars cartoon series. You've got your big bad (Thrawn) and disposable lackeys (Imperial Remnant forces), and you've got main characters with motivations worth giving a darn about. The sky is the limit.
The other possibility is to do a show set between episodes 4 and 5, however I think that post-ROTJ has a bit more potential since the characters and plot have more room to grow. With ESB we'd get Vader and Palpatine with the Empire at full strength, but we'd also have a bit of inevitability and predictability since we know where it's all going to end up (not to mention that Luke's force abilities are on part with a Youngling at that point, and cannot improve without contradicting Episode V). I'd be happy with either though, as long as it means seeing Luke, Han, and Leia back in action.