Of course there is also the question of "what is canon?" Is it the films, if so which release/edition? Does it include the screenplays, novelizations, art books, etc? What about toys? Which EU and other "stuff"? What about information gleaned from observation of actual props and costumes?
In my Star Wars Valance the Hunter from Marvel Comics is canon, Han shot first, Wookies have thick nail but not "claws" per se, and Splinter of the Mind's Eye is canonical. As far as Splinter goes I include it because it is a great story and nothing in it conflicts with later Star Wars, including Luke's thoughts about Leia, he had those in both New Hope and Empire, and yes, Jedi did make that kind of icky.
If the game is set between New Hope and Empire are Empire and Jedi fixed events in the future or just probabilities if the PCs do not interfere?
Is the Wookipedia in? The race now known as Durians for example were captioned as "telepaths" in either the photos in the novel or early series Star Wars Cards, but they are no longer viewed that way. What about some of the fingernails on a chalkboard moments in the prequels? Or production notes, ideas and discussions?
I have not read nearly all of the "official" EU, let alone all of the unofficial published material. I remember some elements from the newspaper comics for instance, but not all. I played, but no longer have, a lot of the WEG Star Wars, a little d20 Star Wars, but none of the computer games.
How do I pick and choose? What about when a player uses source material I am not familiar with to make an argument about something in the game? If it is in the published game materials for EoE no problem. That is canon unles specifically and explicitly overruled.
I am currently reading Dark Lord: the Rise of Darth Vader, and most of that is probably in. I haven't read a lot of the EU in part because I live in a small town so getting ahold of it requires extensive effort, and in part because the excesses of Star Trek fiction turned me off to the genre of EU fiction in general.