Despite being the first real peice of star wars fiction, the Thrawn trilogy still stands as the best, I think. The Zahn and X-wing books are the only ones I go back and read on a regular basis.
Like KRAD said: Splinter of the Mind's Eye beat Zahn to the punch by over a decade. SW fans probably tend to ignore Brian Daley's Han Solo trilogy and L. Neil Smith's Lando Calrissian trilogy, but IIRC Foster's book had more Lucas involvement and approval than they had.
As for Zahn's books, while I was a fan of his short fiction in Analog in the 1980s, I found his novels a bit of a slog to get through. I read two or three of his original novels and found the prose a bit clunky, and when Heir to the Empire came out, I had the same problem. Never read the rest of the trilogy or any of his other SW books.