dfw - his short stories are as good as anywhere else to start, demonstrating his range form hypnotic storyteller to annoying pomo no-ending stories - the girl with the curious hair for my money being better than brief interviews with hideous men (although the interviews that make up a running theme in the book are great), i haven't read the latest collection of short stories but i get the impression that the critical tide is turning against him - as it seems to be with most of the barthelme inspired school - antrim et al.
as for the novels, nothing beats infinite jest - yes huge and unwieldy but it really is a great read and is full of more ideas than most writers can possibly dream of - the militant grammarians who blow up supermarkets for having eight items or less aisles, the canadian terrorist group who are all wheel chair bound and the terror of the phrase'hearing the wheel chair squeak', the subtle and persisent references to Hamlet, the bizarreness of tennis schools, game theory and addiction, etc - a big , ambitious novel that does the job - also teh last word in novels with footnotes.
the other novel - the broom of the system is also worth the read but has an annoying ending.
his journalism - a supposeely fun thing i'll never do again is maybe a better place to start if you've got into him via his non-fiction - the supposedly fun thing is a cruise and his descriptions of the ship, its crew and the holidaymakers make it sound like one of the most helliish events one would voluntarily take part in. also has a good profile of david lynch in there and a fine explanation of being a tennis pro (dfw wasa child tennis star)
would though stay well clear of signifying rappers by him and mark costello which is rubbish and am glad i only paid two quid for it from a book shop near the british museum - white boy miscomprehension regarding rap music.
hope this is of some usps i would check out J. Robert lennon if you like dfw.