I just read Dawn of the Jedi yesterday. It's not bad at all-- in fact, the premise is very fun. So much of the EU demystifies Star Wars lore anymore, that, in a way, Dawn succeeds.
If the story is going to go back as far as is relevant (or possible, for that matter), then Dawn is at least a fun way to depict what went on.
My main feeling is that no galaxy, no matter how long ago, no matter how far away, can LOOK exactly the same for 25,000 years.
By the by, stuff in the EU I do like:
Zahn
I, Jedi
NJO
Luceno's Prequel novels
Prequel adaptations