If you're REALLY wanting a story arc, go get the New Jedi Order. There's 19 books in the series. The opening novel, Vector Prime, hits you hard and gets you hooked, and the mid-point book, Star By Star, is one of the EU's best offerings. It's well worth the time. Also, Outbound Flight is a pretty sweet prequel to the Thrawn Trilogy, and The Dark Nest Trilogy is awesome because you get to see Force-God level stuff from Luke. Also, if you haven't yet: SHADOWS OF THE EMPIRE. It may not be the EU's best story, but it's the one that started it all. Plus, it's the only one with a tie-in game.