To the OP: Here's a list of specific recommendations to get you started on your journey through the "Legends" EU, using the Reader's Companion (of which I own a copy) as a guide:
- The Lost Tribe of the Sith: The Collected Stories (a collection of novellas that take place on a planet called Kesh and center on the inhabitants of the planet and the occupants of a Sith vessel called Omen over the course of several generations)
- The Old Republic: Revan (the first of several novels which serve as direct tie-ins to the Bioware "Knights of the Old Republic" RPG franchise, this novel centers on two of the series' central NPC support characters, Revan and Bastilla Shan)
- Knight Errant (a novel written as a companion piece to and based upon the Knight Errant comic series, exploring the same characters, plot, and region of the galaxy as the comics, and a phenomenal exercise in world-building that, IMO, rivals the best of what George Lucas himself laid out over the course of the franchise's filmic and televised Canon)
- Cloak of Deception (a direct prelude to the events of The Phantom Menace, and the literary equivalent to the upcoming Rogue One film)
- The Bounty Hunter Wars: The Mandalorian Armor, Slave Ship, and Hard Merchandise (I'm including all 3 books in this Boba Fett-centric series, although my personal favorite of the 3 is the second installment, Slave Ship)
X-Wing: Wraith Squadron (although technically the 5th of a series of 10 novels focused primarily on Rogue Squadron, this book is my favorite, and can easily be read as a standalone story... as can the rest of the books in the series)
- The Hand of Thrawn: Specter of the Past and Vision of the Future (although technically sequels to author Timothy Zahn's Thrawn Trilogy - Heir to the Empire, Dark Force Rising, and The Last Command - this pair of novels are, IMO, the better-written and can easily be read without any knowledge of their predecessors)
- Young Jedi Knights: Heirs to the Force, Shadow Academy, The Lost Ones, Lightsabers, Darkest Knight, Jedi Under Siege, Shards of Alderaan, Diversity Alliance, Delusions of Grandeur, Jedi Bounty, The Emperor's Plague, Return to Order Mantell, Trouble on Cloud City, and Crisis at Crystal Reef (I'm including this entire series of 14 novels centered on Jan and Leia's oldest children, twins Jacen and Jaina, but would personally highly and specifically recommend Shadow Academy, The Lost Ones, and Lightsabers)
- The New Jedi Order: Vector Prime, Dark Tide: Onslaught and Ruin, Agents of Chaos: Hero's Trial and Jedi Eclipse, Balance Point, Edge of Victory: Conquest and Rebirth, Star By Star, Dark Journey, Enemy Lines: Rebel Dream and Rebel Stand, Traitor, Destiny's Way, Force Heretic: Remnant, Refugee, and Reunion, The Final Prophecy, and The Unifying Force (the franchise's first true "Science Fiction epic", the 19-volume The New Jedi Order series is not only one of my favorite series within the Star Wars "Legends" EU, but amongst Science Fiction literature in general. If you're going to read the series you do need to read all of it in order to understand what's going on, but I will mention Vector Prime, Balance Point, Star By Star, Dark Journey, and the Force Heretic trilogy of novels as standouts and personal favorites)