You definitely should read NJO, but I don't think it's a good idea to read immediately after Thrawn. You should read at least the X-Wing series, the Jedi Academy trilogy, and the Hand of Thrawn duology before starting NJO, otherwise there will be a bunch of stuff you won't understand.
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For the X-Wing Series, focus primarily on the Rogue Squadron set. I wasn't too impressed with the Wraith Squadron.