Wookieepedia has a nice timeline of canon media and a timeline of Legends media. These timelines contain all media (not just novels), so you can filter out everything except the novels (or video games, or comics, or whatever else you're interested in).
Since the older "Expanded Universe" books were all recently moved into Legends continuity, there isn't much out right now that is canon. You can read the film novelizations for deeper understanding of the films themselves, though of course this might be a bit boring since you've seen the films. The only other canon book I've read is Tarkin -- I would recommend it as good background material on the structure of the early Empire since it occurs between Episode III and Episode IV (I've quoted it quite a few times here on SFF.SE), but I found it to be a bit tedious and not the most exciting. If you're interested in learning more about the Empire, I would suggest reading it but don't start with it.
Moving to the Legends continuity, I would recommend sticking close to the events of the films at first. To that end I would recommend starting with the following books, all of which develop more of the backstory behind what happens in the films:
Darth Plagueis in particular is a great resource for better understanding the Sith in general, and Palpatine's rise to power.
There are some classic, older Legends novels that you might want to check out. A fan favorite is The Thrawn Trilogy and, if you like Thrawn, you might be interested in Outbound Flight. Other older classics include Shadows of the Empire and the X-Wing series (you might find the latter particularly interesting if you are into starfighter battles).
Other notable recommendations are the Republic Commando and Imperial Commando series. This is one of my favorite series, although be warned that it diverges from canon significantly (spoiler alert: the explanation of the divergence can be found here, if you're interested).
Finally, the Darth Bane trilogy is a great series from much earlier in the Star Wars timeline. This series explains much of Sith philosophy, and provides the backstory for the "Rule of Two" mentioned in the films.
Since you seem interested in video games, I would recommend the following: