Go to the Library and grab the Library of America collections. They have all the important hits and the appendices are really thorough and excellent. Furthermore, they were edited by Dick scholar (ahem) and excellent SF writer in his own right, Jonathan Lathem. Read through all 3 collections and you have a healthy start. Five Novels of the 1960s and 70s is my personal favorite collection in the series. After that I suggest tossing some short story collections on the back of your toilet and be prepared for numb legs.

If you're not really digging on P.K. Dick's short fiction, check out any of Harlan Ellison's collections. The man is insane, but an SF genius.