All of McMurtry's books about "modern Texas" — MOVING ON, the aforementioned ALL MY FRIENDS..., TERMS OF ENDEARMENT, SOME CAN WHISTLE, etc. — are both historically significant works and highly readable/enjoyable novels.
His essays are also essential reading for anyone interested in understanding Texas's relationship to its own mythology. IN A NARROW GRAVE is a good place to start.
I would not say he and my father were friends, but they did trade books back in the day. And McMurtry inscribed many first editions for my father. My brother kept that copy of THE LAST PICTURE SHOW, in part, because the inscription read: "You'd better not sell this one."