Interesting little profile of Delany. I didn't realize he was so prolific and still writing. And I'm not quite sure where to start his work.... probably not Dhalgren, right?
I'd say start with Babel-17. It's short, exciting, and dense with both lyricism and great ideas. The first book of his I read was Dhalgren though, and though I couldn't really break into it until the third try, once I did it was amazing, like no other book I've read before or since.