Lammie
Coming out of the woodwork for this one...
I've probably read more of Ballard's stuff than any other author. Certainly not everything, but a good healthy sweep. He's primarily known as a sci-fi writer, particuarly due to his early novels and short story collections, but that might be misleading depending on what the term means for you. I'm more inclined to call it technofiction, psychofiction, maybe, or even technopsycho-prophetic fiction if I'm feeling saucy and want to be misleading. Lots of desolate landscapes, emptying populations, skyscrapers reclaimed by nature (Drowned/Burning/Crystal World, Hello America, lots of short stories). Or the alternative - dense societal structures crumbling into chaos and madness (High Rise, Kingdom Come, and again, lots of short stories). The technological incision into the human psyche/body is key. The sexuality of violence (Crash and Atrocity Exhibition) and architectural isolation (Concrete Island). 'Empire of the Sun' is an amazing WWII novel about his childhood experience in a Japanese interment camp in China (even more aesthetically akin to Ryuchi Sakamoto's 'Merry Christmas Mr Lawrence' theme than the great film it was written for, if you're into that). Ballardian is a useful word to describe certain aspects of our modern world.
So ya, lots of cool stories, powerful imagination, though to me his main appeal is his writing style cause nobody conjures up an image quite like old JG. He can really string em together! In fact I'd say he's a much better imagist than story teller - his narratives are certainly captivating (and his short stories are among the best I've ever read) but I find his novels often (though not always) drag a bit and suffer from clunky endings. But that's the pulpy nature of the publishing industry he was in, which also makes it fun (helpful cause he could easily be accused of being humourless). They're certainly quick reads.
Also worth saying that his impact on underground music cannot be overstated. I'm gonna go so far as to say MOST lyricists from the post-punk era owe an awful lot to him, arguably as much as Burroughs. Obviously Ian Curtis was a fan. Helios Creed, Chris D., and Jim Shepard have all cited him as a key inspiration. I think the list would be monumental if you tallied them up. There's an entire RE/SEARCH issue about him.
Anyways my favourite is the Atrocity Exhibition, but that's primarily due to the form over its content (it's the only Burroughs inspired thing I've read that can hold up to the man himself). His best novel that I've read is probably 'Empire of the Sun' but I'd say read 'Crash' first. Any short story collection should suit you well. My favourite is 'The Voices of Time'. I've never read 'Cocaine KNights'. Hope that helps!