Not especially
Shadows, crimson empire and thawn were all written back in the late 80's and 90's with the third instalment of crimson coming out only a few years ago, they don't interact so no dependency as such. thawn is a direct follow on for RoTJ, which reminds me Dark Empire is another title that follows on form Jedi as well.
you can read all of those above as and when, no real continuity.
There is a bit of continuity with the others
I would read Star Wars Republic first as that segways into Dark Times at the end. legacy, Kights and Dark Time we're all published at the same time, Legacy does reference acts from Republic (hence starting with Republic). knights and Legacy are set a thousand years before A New Hope and a hundred plus after respectively, but there was a Star Wars cross over story that brings Knights, Legacy and Dark Times together, so really they should be read simultaneously, as in reading volume one of each, then two etc.
I haven't looked at the marvel bound volumes that are reprinting these books as I own all the originals, but it may be that they are printing them in continuity order so you don't have to worry.
If you want a real treat however, Marvel are reprinting all their original 70's and 80's comics in bound volumes, they are outstanding.
Which also reminds me, the X-Wing rouge comic book run is also worth a read, again it tries to follow the Star Wars continuity as it was back in the 80's and 90's.