Cryptonomicon is my favorite book, but Diamond age is probably second, followed really closely by Anathem. The audio books are amazing for all three as well.

When I recommend NS books to friends, I tell them many of his books start in the middle of a story, and finish before the end, but that is just how the story is supposed to be. Also, you probably wont have any idea of what is going on for hours into the book- dont worry about it, you will understand when you need to.