I only read one book by Mr. Wallace, several years ago, but it was the big one, "Infinite Jest". It's a 1000+-page satire of consumer culture, government, tennis and anything else that happened to be dropping into Wallace's head for a visit during its composition.
I spent a good month-and-a-half getting through it. For the intrepid reader (and man, you really need to be) it's dense, light, rewarding, frustrating, serious, stupid, highbrow, lowbrow, delightful and infuriating. Parts of it are among the funniest things I've ever read. Other parts left me scratching my head in bewilderment. Still other parts left me wanting to heave the book out of my window. Which I would have done except for two things, 1) the book is so huge it undoubtedly would have brained anyone unfortunate enough to be wandering down Henry Street at the time, and 2) it was a library book and I didn't want to pay for it, especially after it frustrated me so.
If you like things linear and/or clear, stay far far away. The book is heavily endnoted, with the endnotes ranging from one-liners seemingly intended to say "Made ya look!" to multi-page digressions seemingly intended to make you carry two separate bookmarks, which I did.
The complicated plot (minor spoiler alert) never really resolves itself, leaving you screaming at Wallace for putting you through all of the reading and the footnoting and the thinking and not even giving you the courtesy of a proper climax. Or loving him for it, if that's your thing.
Unlike "Ulysses", another insanely complicated book, I never felt the need to read it again. I got a lot more out of "Ulysses" the second time around. The first time was confusing, the second was less so and the brilliance really started to seep in. (Can't wait for Round 3!) One spin through "Infinite Jest" was quite enough for me. And probably more than enough for anyone.