I stumbled across PKD in a Borders; I bought a collection of his short stories with "The Short Happy Life Of The Brown Oxford" on the cover. I had never seen this before, so thank you for that. These two weirdos were practically made for each other.
His short stories are very variable in quality - a lot of his early stories makes you feel trapped in a 50's idea of a post-nuclear holocaust world because he repeats that setting endlessly as he churned out stories to pay the bills (but there are great gems there too), so the more curated antologies are good starting points. Pick up some more and you'll probably also recognize the plot of any number of movies you may have seen (direct adaptions from his short stories includes Paycheck - in your antology I think - Total Recall, Screamers, Adjustment Bureau, Minority Report and more), where a single idea from his stories was dense enough for a movie.