I would say Gravity's Rainbow is a must. You should experience it even if you don't like it.
Wittgenstein's Mistress is a "might as well," since it's so short, as long as you can latch on to a copy. I hope you enjoy it.
As to reading Wittgenstein's philosophical oeuvre... it's not something I would attempt at this point. I have on my draft 2012 reading plan to read at least 10 major works of philosophy, but his won't be among them. But you probably have more background in philosophy than I do.
Infinite Jest is something I would only recommend to those who are comfortable with postmodern fiction and ready to embark on 1000 pages of drug rehabilitation, tennis, film-making, and wacko politics. It's all easy to read... there's just so much of it.
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