I was so happy to see him return in TCW. Yeah he got overconfident in ANH, but he was such a great character and I always wanted to know more about him. You don’t get to be the only non-Sith in the top 3 of the Empire as an idiot.
I found his characterization much better in the Thrawn series of books (the new ones, which are Canon, by Timothy Zahn). Well worth the read. Though the second book isn't as strong as the first and third. It's just too hard to write Vader from a first person perspective, he's always best when viewed through the eyes of other characters.
It's excellent for making Thrawn come to life, it just conveys so much more than you could ever hope to achieve from dialogue or exposition. But I really do feel it's pointless and slightly annoying when he does the monologue thing for the other characters. Thrawn is alien in so many ways, but everyone else is just... Not. They're easy to understand motivational wise, they're not strange or different in how they think and operate and their motivations and drive is fairly plain to see. Thankfully I listened to them and Mark Thompson really makes the characters come to life and that makes it work. Still Thrawn as a character is just so well written. Truly fit to join the likes of Hari Seldon, C. Auguste Dupin, Sherlock Holmes and Ender Wiggin as a masterfully crafted fictional genius.