If you do a Google Books search for phrases like "Threepio wondered" and "Artoo thought", you'll get hits that are clearly passages from EU novels written from the perspective of a droid. For example, there's this line from Dark Apprentice by Kevin Anderson:
See-Threepio thought that if his fine-motor control had allowed it, his entire golden body would be chattering with cold. His internal thermal units were no match for the frozen polar regions of Coruscant.
If droids are capable of being perspective characters, I'd say that's the most compelling evidence you could get that they're actually conscious.