I forget what it's called right now, but he has a collection published that I really liked. In particular the piece he wrote about The Corrections and the Oprah fallout, called "Mr. Difficult." It was a useful discussion of high-art vs. low-art, the relationship between reader and author, idea and art, etc. Whether you agree with him or not it's worth reading. Not every essay really interested me, but most of them were good and solid. If you like the Corrections, though, you should definitely read "Mr. Difficult."
I also got one of his earlier books, Second City, I think to read over the summer but now it's just sitting w/ a bunch of other books I got to read over the summer but never did.