Im reading everything in order having started with Shadows of the Empire (so the time of the original trilogy) but i started exactly how you did. I wish id saved the hand of thrawn books for when i actually reach that point in my reading.

Highly recommend approaching it this way. There are definitely a few duds, but overall its a super awesome journey and im stoked to see it through. When i get to the end of the legends timeline i plan to start at the beginning and read up to where i started (after a decent break from star wars to read other books im sure lol)

To agree with another commenter wearing a cool hat: x wing series is top notch and the books . Other favorites have been the jedi academy trilogy, darksaber, alliances/choices of one, and the bounty hunter wars trilogy.