Also, his documenting his 7-day Caribbean cruise, aptly titled (IMO) "A Supposedly Fun Thing I'll Never Do Again"

Agreed. His short stuff is excellent. I'll also call out his commencement speech on the meaning of a liberal arts education, "This is Water".

https://fs.blog/david-foster-wallace-this-is-water/

Ticket To The Fair (1993) [0] -- a superb read, indeed.

0: https://harpers.org/wp-content/uploads/HarpersMagazine-1994-...

Also the one about a cruise trip, Michael Joyce, and Lost Highway... essentially everything from "A Supposedly Fun Thing I'll Never Do Again"

Infinite Jest seems excessively long and I haven't worked up the motivation to read it yet, but his short stories / essays in Consider the Lobster are excellent, including the titular story which is about a lobster festival in Maine. And looking at the comments in this thread, seems like he had some kind of fascination for fairs and other touristy things.