I'm a little bit behind on some of the latest books (part way through reading both the second Alphabet Squadron & Queen Amidala books as we speak), and I've read most of the comics, save for the Tie Fighter series, the Target Vader & bounty hunter books, and basically none of the adaptations (didn't see the point since I'm reading the novelizations anyway.)
In terms of favourites, I think 'Lost Stars', 'Dark Disciple', 'Ahsoka' and 'Alphabet Squadron' are usually top of my list. (only just now realizing that they all feature female protagonists; read into that what you will!) I tend to prefer stories that have a little scope and depth to them but are still very much rooted in a personal story, as to me those are essential Star Wars storytelling components, way more so than space battles and lightsabers.
Honourable mentions for the Leia books (Princess of Alderaan & Bloodline), the Padme 'Queen' books, the Thrawn books..mostly...and something that I feel like has slipped by the wayside is the little trilogy of books that is 'Catalyst', 'Rebel Rising' & the Rogue One novelization. If the movie itself didn't exist, those would probably easily be the best series/trilogy of novels out of the whole bunch, telling a surprisingly complete, coherent and comprehensive story.
For the comics; no surprise that the Darth Vader and Aphra books are far and away the favourites. Most everything that Charles Soule has done is good (indeed if any writer in the pool has earned a shot at writing a TV or movie script, it's him) but that run he did on Vader was consistently outstanding. Indeed, consistently or lack of it has been something of a problem for many of the longer running comic books. Too often I've found myself skimming through entire issues when a certain arc just doesn't grab me, and since those stretch out over months, it can really drag at times.
It never helped either when they use that artist that seems to think tracing over photoshops of the actors is a good way to get a likeness and not in fact creepy, off-putting and very fake looking.
The only "canon" game I've played is BFII. Not much to say about it really; while I like what's there and the characters, there's just not enough of it to really call it a coherent story. I almost wish they'd done a novelization or comic book series instead of the tie-in to flesh it out a bit more.