I haven't played or read much of the EU, but I have been far from impressed with what I've seen. Tales of the Bounty Hunters is a mixed bag - mostly pretty bad. I hated the tendency to give every minor character some Really Important Role in the big story (a wider EU problem) - e.g. IG88 merging with the Death Star II computer. Not sure how I felt about elderly Boba "arthritic knees" Fett and Han Solo trying to outwit each other by hobbling around a greenhouse. I'm sure there was worse, but I've blanked it out.
I never read the story, but I hate that Boba Fett escaped the Sarlaac only to fall in again (due to bad Jawa driving, as I understand it!). I thought that was hilariously bad. Already in stitches, I practically hit the floor when I found out it happened to him again after that in a later story. I suppose this is combines the problems of fan service and multiple authors working on one universe - all the characters end up with ludicrous life stories.
Most of all, though, I hate how badly the EU is written. I'd really like to read some good Star Wars fiction, so I tracked down Heir to the Empire - it's nearly universally agreed to be one of the very best (if not the best) stories of the EU. I found it to be terribly written, and with Thrawn being one of the biggest Mary Sue characters in professional writing (the first few pages are basically everyone saying how awesome he is; one subordinate wishes Thrawn was at the Battle of Endor leading the fleet instead of Vader because they'd definitely have won, etc. etc.!). The hubris is amazing.