Oh, definitely. But I think Shadows have some holes unless you also read the book version, since they are not the same.
Shadows evolution is also great in my opinion, and excelent for those who like Shadows, are interested in the time just after ROTJ and other characters.
If you like X-wings and pilots, then I will recommend the 'X-wing: Rogue Squadron' series. (They can now be bought in three omnibusses). Main characters are Wedge, Tycho, Wes, Hobbie along with other shifting rogues.
First story are from a different 'series' than the rest and much newer of date.
The first story of the old series was never published as a tradepaperback for some unknown reason, only soft paper and omnibus.
I think there is one comic that we all have forgotten to mention: 'Mara Jade - by the Emperor's Hand'. Excelent art, excelent storytelling and a must read for all Mara fans.