I always suggest Star Wars: Dark Times to anyone who asks for recomendations. It follows the story of a Jedi named Dass Jennir who survives Order 66 and how he has to adapt to life on the run and living in the now Empire controlled galaxy. His story starts in Star Wars: Republic 79-80 and then goes into Dark Times witch ran for 33 issues.
Another one I always talk about is Star Wars: Purge which takes place right after the end of Episode 3. In it Vader is tasked with hunting down any Jedi that survived Order 66. It is made up of a number of one shots including Purge, Purge: The Hidden Blade, Purge: The Tyrant's Fist, and Purge: Seconds to Die. They are all collected in one trade I believe and really show just how much of a unstopable monster Vader was in his prime.