People have pretty much nailed it with saying to read Zahn's stuff first. That's the series that most everyone loves.
After that, its really going to be some serious personal preference. I, myself, have loved most all of the other books(save the Black Fleet Crisis trilogy), and I know a great many others that have, too. BUT, there's just as many who don't. So what I'd suggest is just an echo of what's been already said.
Zahn first, then try Stackpole and Allston's stuff...from there, its hard to say what you'll enjoy, sadly.