I actually own Rebel Agent and Jedi Knight, and I read both a LONG time ago (not sure where they are now).
They're really short, and have pictures, so they're more like novelles than novels. ; )
What they should do is release them all in one volume on paperback.
Haven't read Soldier for the Empire, but I've seen it in old bookstores.
The books cover the events of the first two games, that's basically it. Nothing about Mysteries of the Sith, Jedi Outcast or Academy, which is understandable since they were all written before those games came out.