Honestly, I've long thought Christopher Walken would be a perfect choice for Thrawn.
When I first read the trilogy, John Lithgow was the face/voice in my head. If you've seen him play a villain (mostly films in late 70s/early 80s), you'll understand, but he has such a reputation for comedy now, I'm not sure he'd be a good choice.
As for RDJ, I can't say I'd cast him for it. As for Mikkelson, I don't think he's imposing looking enough, and I wasn't that crazy about his voice in Rebels. His calm, in charge delivery of lines was good, but his voice was too soft and airy to me. I wanted a stronger, more authoritarian timbre.