The Radio Dramas (especially ANH) work well in making the galaxy seem bigger. It feels like there's more stories going on here and there that we're getting little glimpses of.

Vader's characterization is pretty interesting to compare with the films. There's been more overt ruthlessness and anger that verges into almost being over the top. His threats towards Han at Cloud City in ESB definitely ring of that. His scene with Veers is almost in inverse from the movie with the General calmly explaining Hoth/Ozzel's plan and Vader getting much more overtly pissed than he does on film.