In reply to ThunderCat:
I quite like his tripped out later novels - Valis, A Scanner Darkly, Radio Free Albemuth. Less sci-fi and more a weird collage of different themes surrounding his life - drug breakdowns, conspiracy, a forgetful god, different realities superimposed with one another, communication with orbiting sentient computers - that sorta thing....
In terms of the more straight forward (ish) novels - Flow My Tears the Policeman Said, Ubik and Dr Bloodmoney are all good.
However, I would say that most of these novels seem to be Dick repeating the same themes over and over. Its not like they follow traditional story forms - the protagonist is usually more confused/lost by the end of the tales and there's rarely a journey that has been undertaken or experienced.
The best description i've read of his books is "a composite picture of our times". I think that the books work on this level even if they dont provide the usual narrative payoffs of traditional stories.