Where I feel he falls down is telling a story. The longer he tries to string those sentences together into a coherent whole, the more things fall apart. None of his stories really end, they all have this sopranos-esque ending where it all just kind of ends suddenly and then you have to conclude for yourself what the actual ending was, and what the point of all this was.
With that said, I feel his essays are great and enjoyable reads, his shorter stories are ok too, but then his longer fiction stuff... enjoy it for the sentences.
You can find "Consider the Lobster" online very easily with a google search. If you enjoy that, you can google his name and find some other small works of his, but if you want to dive in and get a compilation/distillation of his major works, the David Foster Wallace Reader is something you should buy: https://www.amazon.com/David-Foster-Wallace-Reader/dp/031618... Personally, I would read the non-fiction first, and then go back to the fiction stuff.
Honestly, at $13 for the paperback, I'd say its a no-brainer to pick up if you have even a passing interest.