I especially love his short stories! Have you checked out the mammoth collection The Masque of Manana (NESFA Press) which has all his significant short SF work, as far as I can tell? There's some stuff in there that ranks with anything by William Tenn, though with a different flavor of course.
The novels are (for the most part) great too, with Mindswap my favorite and Dimension of Miracles not far behind. Looking back at Sheckley, it seems that he did the "Hitchhikers' Guide" schtick both first and better.
No, I've just been combing the stores for paperbacks of his stuff. You know, I don't think I've ever read a novel of his, unless you count the expanded 10th Victim.
Yeah, it's a different flavor, but he and Tenn are in a class above the rest. Great stuff!