I have had many friends who have given up on the EU ever since they dared to kill Anakin Solo. After 5 years, however, I still think that it was a good idea to do so. Here is my reason why (and blame any incoherence on the stomach flu and me having to write a huge research paper):

Yes, it seemed pointless at the time. His death didn't win the battle or, really, make a major difference in the war. On the other hand, Jaina came to grips with her own darkness as a result of that. I think that, now that her brother Jacen is an actual Sith, she will have a better understanding of what he is doing because of that.

In addition, Han and Leia's somewhat rocky relationship that was strained by the war was, at least in part, repaired by their need to share their grief over the loss of their son.

So, I'm happy the little blighter...um, I mean, the great hero is dead.