Thomas Pynchon

Works

V.

The Crying of Lot 49

Gravity's Rainbow

Vineland

Mason & Dixon

Against the Day

Inherent Vice

Inherent Vice, his newest, has a relatively fresh and new approach, 
but ultimately will lead you down the same path. 
It is probably a good choice because it's widely accessible now, 
just having come out, and much shorter and easier to read, 
while still engaging with much of his wit and themes.

Bleeding Edge

Recommendations

Random quotes:

If you don’t have time for Gravity’s Rainbow, read The Crying of Lot 49. 
If you really want to know what it’s all about, read GR.
Start with V., The Crying of Lot 49, Against the Day, or Inherent Vice.
Then proceed to Gravity's Rainbow.
Mason & Dixon and Slow Learner should only be read by die-hard fans.

Links