The current "official" canon for the comics and novels is any novel published by Titan Books and any comic that's 'Fire and Stone' or later (and the Weyland Yutani Report, although that's more of a reference book of sorts).
The Aliens comic series by Mark Verheiden is part of the "old" EU, which has been collected in several omnibus collections. They're all pretty cheap and they run the gamut from "great" to "pretty bad", but there's something for everyone so I'd recommend checking them out and seeing what you like. There's a thread in the Literature subforum dedicated to them and it lists what's contained in each volume.
There's also the old Bantam novels which are mostly novelizations/retellings of the comic book stories, but with expanded plots, characters, and myriad continuity fixes. Those have also recently been getting "omnibus" reprints.
Somewhat harder to come by are the DH Press novels. They haven't been reprinted and we don't know if they will be, but 'Predator: South China Sea' is the best Predator novel to date.