Now, I have read quite a bit more of Stephenson than the people who already replied, and I'll have to say that Anathem is not his best work; it has some lovely ideas and all that, and is most certainly entertaining, but if you read Cryptonomicon or the Diamond Age you'll probably be even more enthusiastic. The only problem I have with reading stephenson is the fact that he is not quite as good at ending his stories as he is with setting up the story. (Eh... that sentence seems odd, blame it on me being one of those furriners.)
Now, suggested reading:
Cryptonomicon
The Baroque Cycle (Important to read after cryptonomicon, otherwise you can change order as you prefer)
The Diamond Age
Reamde
(avoid snow crash, it is a silly story)