South of the Border, West of the Sun is also my favorite of his novels. It's more elegant and refined, not so wacky as the others. I like all his books but this is his best in my opinion. A beautiful, haunting story that has stayed with me for many years.
As for other recommendations, you might like books by Louise Erdrich. She combines a bit of surrealism with magical realism set in Native American history and modern times. Unique writing style, excellent prose!