PKD wrote an awful lot of novels, and they are (IMHO, of course) of very uneven quality. I'd go with
The Man in the High Castle,
Ubik,
Flow My Tears, the Policeman Said or
VALIS (in this order). Skip
Man the High Castle if you dislike alternate history, though.
BTW, do read his essay
How to Build a Universe That Doesn't Fall Apart Two Days Later. It contains one of my favorite quotes,
ever:
Reality is that which, when you stop believing in it, doesn't go away.