I have little to add to what has been said but..
DFW was a fantastic author. It is very sad that his life ended at only 46.
While his fiction gave him his greatest fame and acclaim it seems to me (and probably deservedly so), I think his non-fiction essays are also superlative. His writing always clearly demonstrates his profound intelligence and insight about whatever topic he addressed and, where warranted, the hilarity and absurdity of this modern world.
Yes, his writing is challenging and often quite long but it is almost always worthwhile. What I especially enjoyed about this essays were that even if I had little interest in the topic, he was able to keep me engaged and eventually entertained and probably enlightened.
For those interested, here is a list of some of the various topics of his essays: John McCain, David Lynch, Sept. 11, the porn industry, grammar, right-wing talk radio (
http://www.theatlantic.com/doc/200504/wallace), pleasure cruises, state fairs, Dostoyevsky, tennis...
I'll post some links in the Links section of his work from Harpers, most of it, I think, collected (and revised) in his collections of essays.