Stackpole has always been one of my favorite authors in the EU, and his treatment of Corran/the Praxeum was great. Beyond that, Survivor's Quest was excellent, as it was kind of a departure from your traditional SW adventure story. Zahn almost had a horror feel going in that one.
In fact, pretty much everything Zahn has done in the EU is gold.
The NJO, I thought, had some shining moments (Traitor, certainly, and Star by Star), but was doomed by the lack of cohesiveness that comes from having about 83000 different writers trying to work on the same series. I'd say it's worth reading all the way through, but only barely.
Legacy of the Force suffered from the same malady, though on a smaller scale. The stories were good, for the most part, though I must admit that Karen Traviss has never been a writer I liked. Allston and Denning are much better, and that series had some really great advances to the overall story.
Fate of the Jedi, as far as I've read, is garbage.