I agree on Diamond Age. The plotting was too choppy or incomplete for me to comfortably follow. Or maybe I'm just slow.
I held off reading his Baroque Cycle books for years after enjoying Cryptonomicon. I thought it might be too 'cutesy,' with his semi-reincarnated family names. Don't hold off. Read them. In it, half-cocked Jack is easily one of my favorite fictional characters of all time and I wished the series never ended. Yeah, it was that good for me. There are certain sequences in the books, stuff Jack does, that still makes me bust out laughing when I think of them (esp. the night with the Hexen and then rising from the phosphorescent pool).