Thrawn was a pretty good trilogy, and so long as you don't mind getting suprised by certain aspects of the story, you can really pick up any random story line that you want to read... but if you don't want that... i would start from the beginning and read through from there. Rule of Two was really good... haven't found the other book from that time period though

i was for a time doing the random storyline thing, but i ended up reading about something that happened, without reading the story where it happened and it kinda was a big deal.

also there are some stories that don't really have a place in the storyline, like Tales from Mos Eisley, and Tales of the Bounty Hunters... and they're both pretty good as i remember it

its a big universe to read about, so good luck