I feel like there's cool stuff in the new canon, and cool stuff (plus some terrible stuff) in Legends, and it's worth trying to fit the cool parts all together into one continuity. How do others try and make this work? What's canon in your games? Which parts of the Star Wars saga do you consider worthy of headcanonicity?
My own attempt at a consistent, cool headcanon:
Everything in all the movies (except midichlorians)
The Mandalorian
My SWRPG campaign (of course)
Clone Wars (except the Mortis episodes)
Rebels (except the time travel and minus the part where Ahsoka and Ezra survive at the end)
Knights of the Old Republic
KOTOR comic series
The Old Republic (except Shadow of Revan)
Zahn's Thrawn trilogy (except Ben is the child born, not Jacen/Jaina)
Battlefront 2 (except that the Battle of Jakku occurs after the events of the Thrawn trilogy)
Dark Forces (except the part where Kyle steals the Death Star plans)
Jedi Knight: Dark Forces II
Pretty much everything from the new canon Marvel comics
Luke and Mara Jade's marriage (with Mara dying sometime well before Force Awakens)