I'm enjoying Conversations with David Foster Wallace considerably thus far. Stephen Burn's introduction and chronology are a worthy (and at times enlightening) opening to the collection and some of the early interviews are ones I've never read (one of the problems of maintaining this site from Australia is not having access to libraries with some of the print only material I'd love to get my hands on).
I can't wait to get home so I can get my teeth stuck into the expanded 1993 Larry McCaffery interview from the Review of Contemporary Fiction, An Interview with David Foster Wallace.