I second most of the above except that I haven't completely given up on the later novels....Legacy of the Force was a real step down, though.
I would say that I, Jedi
is a great supplement for the Jedi Academy Trilogy. It tells much of the same story from a different point of view, and is a better book I feel. It should be read *after* the X-Wing series, though. (Whether you should choose to skip the JAT entirely in favor of this one or not I can't really decide. There are arguments to be made both ways.)
Most of the X-Wing novels take place prior to Zahn's trilogy, but #8 actually starts concurrent with the tail end of it. Just FYI.