I started with Portnoy's Complaint and enjoyed it, but I wasn't blown away or anything. More recently I've been reading a novelette + 5 short stories in a single volume (named after the novelette) titled, "Goodbye, Columbus"—and I've been seriously impressed. I finished the novelette and 2.5 of the short stories; both short stories were astounding (IMO), and the novelette was damn good.
My understanding is that the themes of being Jewish in the U.S. and male sexuality are solidly mainstays in his writing, which at first seemed like would limit the material's interest to me, since I'm not Jewish at all—but if you read descriptions of his novels across the years you'll find a very interesting (bordering on bizarre at times) range. I'm looking forward to reading more.