I liked Splinter of the Mind's Eye, The Zahn trilogy was OK, loved Shadows of the Empire on N64, Jedi Knight 2 on PC. Actually I even quite enjoyed the Phantom Menace game on PlayStation!
Despite being a Star Wars fan and an avid reader as a child (still a fan, not much of a reader anymore), I never felt that reading and Star Wars went together well. Star Wars began as an audio/visual universe and that is obviously how it works best.
I really liked Genndy's Clone Wars and the newer Clone Wars series is OK at times but I can take it or leave it.
And at the risk of getting flamed by at least one previous poster: I'm glad the EU re-appropriated Boba Fett and made him badass again after his lame inclusion and death in Jedi.