I was first introduced to Neal Stephenson's work in the science fiction book club that I had put together in Nashville around 2002. The book was Diamond Age or A Lady's Illustrated Primer. Needless to say, I was blown away. It was an amazing story and probably still my favorite of all the works of his that I have read. Indeed, it is one of my favorite books overall. I have since read, Interface, Snow Crash, Cryptonomicon, and Anathem.
Anathem is a pretty amazing peice of work. It is very dense and takes a bit of a science fiction education to fully enjoy. It took me about 200 pages to really get into it, but then turned into quite a page turner.
One thing I love about his books is that I learn something. I don't mean an interesting factoid or peice of trivia. Stephenson thoroughly researches things like Summarian religion for his novels. He decides he isn't going to let that go to waste and inserts vast amounts of research into his novel. If, like the math section in cryptonomicon for me, you would like to skip the research it can be done fairly easily without losing the story.
It looks like he has another novel coming out this year called Reamde.