If you’d like to read about what happened right after “Return of the Jedi” events, take “The Truce at Bakura” by Kathy Tyers. If you want a good book about Anakin and the Clone War, try “Jedi Trial” by David Sherman and Dan Cragg. It’s a pretty good war novel.
Well, everyone of us has his own favorite Star Wars novels, and it appears to be that opinions of fans rarely coincide. :) Everyone has his own favorite characters and looks for something special, something that is consonant with what he feels inside. So I don’t dare to recommed you the books I love most :) I just have to say that when you start reading Star Wars books, some things can puzzle you. For example if you take something from the middle of Yuuzhan Vong War times without knowing what happened before, it could seem to you a bit strange or unexpected. Here is the chronology of the books:
link
Hope it will help.