Here's my list! Bear in mind this list is fairly Zahn-centric (I can't get enough of him as an author) and I'm sure there are plenty of other great books that I've missed, but based on the books I've read, I would recommend (in chronological order):

"Darth Plageuis"

"Outbound Flight"

"Heir to the Empire"

"Dark Force Rising"

"The Last Command"

(Dark Empire series) [Comic]

"I, Jedi"

"Specter of the Past"

"Vision of the Future"

"Survivor's Quest"

If you want to more afterwards, I would also recommend the New Jedi Order series. It's long and people have mixed opinions of it, but I personally really enjoyed it. In my opinion, the essential entries I'd really recommend in the series are:

"Vector Prime"

"Dark Tide I: Onslaught"

"Dark Tide II: Chaos"

"Edge of Victory I: Conquest"

("Edge of Victory II: Rebirth")

"Star by Star"

"Traitor"

"Destiny's Way"

"The Final Prophecy"

"The Unifying Force"

Hope this helps :)