As Brad said, you pick and choose and that's what makes SW great and Star Trek, well, not as great I guess.
Or so I've heard.
Anyway... Lucas, as per my understanding, let the Clone Wars introduce Grievous but they inaccurately represented Grievous because Lucas allowed that and thus Grievous is "different" in the Cartoon... That alone negates the Canon argument for Clone Wars to me, but the point still stands that what isn't in the film isn't considered Canon anyway by Lucas and Lucasfilm... Part of the "official continuity" though? Now that's another story, but that's where things go from being debatable to not really being debateable... If that makes sense.
In the grand scheme of things one can deny any of it... But the films give people who want to seriously talk Star Wars shop like it's "real", some kind of basis or home with which to reference... The EU just expands that (obviously) and is then open to debate... The films are open to their own interpretations even. For instance the actual length of a Super Star Destroyer is highly suspect by source material on the ship, yet the films give a canon answer... One can still argue it. Same with Fett's Death... Did Fett die? Didn't he? Nobody so a body, things can be debated based on that... The pure Canon is he died, EU says otherwise though so if you wanna talk Fett post ROTJ then you must accept he's alive yet.
With Clone Wars, it's my understanding Lucas only allowed them to do the lead-in and that it wasn't to make it canon but to throw them a bone and build hype... They were given so much knowledge and to build from there, and they did, and I think it's great. Clone Wars were awesome cartoons to watch. I almost anticipated every new episode of those as much as a new film. It was sorta sad. I had to be home plopped in front of a TV, haha.
An interesting EU to Canon thing is Coruscant... Lucas didn't want Coruscant as the name of the Galactic Capital when developing the prequals but Zahn had come up with it already... It took convincing from LFL people to GET Lucas to accept it... Begrudgingly I guess. Coruscant is now "canon", but even Lucas wanted something else and he just went with it for his company's sake I guess.
This does bring up how the fat man in flannel will handle the TV shows though. If Lucas makes them, do they become Canon? They'd be like movies really... Not that Indiana Jones has the following to ask, but I wonder what IJ fans think of the Young Indie Chronicles since Lucas made those... Are they Indy Canon?