I just finished Bleeding Edge by Thomas Pynchon, who was recently mentioned above in regards to Gravity’s Rainbow.
I love his works, and I think I have read five or six of his books by now. GR is unquestionably dense, frenetic, and absurd - and all the better for it. I think Pynchon is a master of his own unique sort of dark humour, and it can easily be missed or confounded amongst all the conspiracy and paranoia involved in much of his work. Much of his work also deals with the anguish and tension of eras on the edge of extinction or irreversible change. GR is probably the most out there of his works, while also being his most recognized, so it’s naturally the first one people are drawn to (and/or repulsed by.)
Personally, Against the Day is one of my all time favourites, and is emotionally affecting as much as it is outrageous and adventurous. Bleeding edge was good, really hilarious but probably not as deep as his other works, which are things that are shared with his previous novel Inherent Vice. However, they (Bleeding Edge and Inherent Vice) are probably good ‘intros’ into Pynchon as they have much of his style and substance without being too off the deep end. I recommend them all!!!