I liked the stuff with the Emporer's Hand. What was her name? Jaden, I think?
I found the romance between her and Luke to be pretty forced, but I liked her as a character.
Speaking of shadow characters, I really like Prince Xisor and his Black Hand organization. I think it adds a nice 3rd layer to the empire/rebel dichotomy.
Mara Jade. They end up married and have a kid.
Its actually Black Sun, but that's close enough, and I always wished I could play as a Black Sun character instead of empire/alliance in most Star Wars games.