I just finished the fourth book, "Exile" on audiobook. So far, I'm enjoying the series but I had skipped all the way over to LOTF from the Thrawn Trilogy so I'm finding myself a bit lost on who all of the new characters are and what happened to some of the missing characters although there is, thankfully, some exposition to help fill in new readers. After finishing "Exile" I skipped back to "Vector Prime", the first of the New Jedi Order series to maybe help fill in some of the blanks and, man, is it intense! In just the first book, they've already killed off a MAJOR character from the OT and it sounds like Luke, Mara, Han, Leia, et. al are in for some major trouble with the invading aliens (Yuuzhan Vong)
Anyway, back to LOTF, it seems to already shaping up to be an intense series but it sure seems like there is never a dull moment for our favorite characters and I'm amazed that they've been able to get through everything that they have up to this point, particularly at their (apparent) chronological age by the time of LOTF. The EU stories really make the events of the six theatrical movies seem almost somewhat insignificant within the grand scheme of things. Plotwise, the first book sets up the central conflict, which is the threat of another galactic civil war, this time between the Galactic Alliance (galactic government created after the fall of the New Republic in the previous series) and Corellia (Han and Wedge's homeworld), a conflict which, unbenknownst to everybody, is being manipulated by a previously unknown Sith agent who is also trying to lure one of the heroes to the darkside in much the same way as Anakin (although different enough not to simply be a retread). Hope that helps. Feel free to post any other questions you might have. Enjoy!