My apoligies for not responding earlier.
Definately a ton of good comics to try out, but I'd start with the TPB versions, simply because they are bound, easier to read, and while they won't be worth the same as the individual comics. Some day, the binds of those will wear out while you will still have your TPB. I won't stress my love for TPB too much.
The coolest comics in Star Wars are probably in different order from the ones you need to start with. I'd go in this order.
DarkHorse Star Wars Classics (Vintage) Volumes 1 through 5 (perhaps 6, not sure). This is a bound set of the entire series of Marvel comics first sold after ANH, roughly 1977 through 1986. They are around $40 per volume, but pretty awesome. I've bought the Volume w/ the ESB, Volume 3, I suggest you buy Volume 1... Note- The covers are identical, make sure you look on the bind for a black circle w/ the Volume #.
Dark Empire (1 & 2) -> Pretty awesome, if you buy the whole Cloned Emperor thing... It's a must have in any EU collection, I think.
Crimson Empire -> This is about the Emperor's Guards. It's pretty cool, one of my favorites.
Bounty Hunters -> Short stories of Aurra Sing, Boba Fett, Lando, etc... Cool.
Chewbacca -> Interesting backstory of Chewbacca, not a must buy but cool anyway.
Darth Maul -> Same as Chewbacca, its an interesting backstory.