I'd say start with thrawn as well, if you want to start in canonical time the book you want is 'Truce at Bakura'. Also check out the 'Jedi Academy Trilogy' for what I feel would've been an excellent sequel trilogy if you cut out a few of the elements that didn't work and my personal favorites. the tales from Mos Eisley/Jabbas Palace/Bounty hunters/Imperium and Rebbellion, a short story anthology series which give a good ground view of life in the star wars EU.