Admiral Thrawn – A brilliant tactician in the Imperial Navy and the antagonist in Timothy Zahn’s Thrawn Trilogy (started with Heir to the Empire, mentioned above). Huge fan favorite as far as villains go. He’s got the personality of Sherlock, but he’s definitely not on the side of the angels.
Mara Jade – An entirely new character from Legends EU who kicks all kinds of ass. She started as the servant of the Emperor hell-bent on killing Luke Skywalker for revenge, and ended up as a complex female character that everyone loves. And, oh yeah, she marries Luke Skywalker.
The Truce at Bakura – A novel by Kathy Tyers that many fans of the Legends EU dislike but don’t despise. It starts just hours after Luke burns Anakin's body in Return of the Jedi. I don’t mind it as a bit of Star Wars fluff, but there’s better to be found.
Wedge Antilles – You might think of Wedge as Luke Skywalker’s pilot buddy if you’ve seen the films. In the Legends EU, he’s quite the fan favorite, as he leads Rogue Squadron, everyone’s favorite starfighter unit. He’s like the Dick Winters (from Band of Brothers) of the Star Wars universe.
X-Wing - The ships flown during the first battle against the Death Star in Star Wars: A New Hope. In Star Wars, the good guys' ships are usually named after their shape (see also: A-wings and Y-wings).