Just read The Black Minutes by Martin Solares. Gritty pulp stuff, a good read. The heat and the violence (or the threat of it) seem relentless. Reading it finally made me pick up my advance copy of 2666.
Also, just started Hiding the Elephant. Something about Edwardian showmanship is endlessly appealing to me. Puts me in the mind of some of Steven Millhauser stories.