There was another thread on SW book recommendations not too long ago.
I think Timothy Zahn's original Thrawn trilogy set a high standard that few other have met.
I also enjoyed the X-Wing series quite a lot.
My absolute favorite telling of any Star Wars story, even rivaling the experience of seeing the original movie, is
Brian Daley's NPR radio play of Star Wars - A New Hope.
I re-listen to that frequently.