When I read Infinite Jest two years ago there came a point towards the end of the book where I realized their wasn't going to be a conclusion. And in reading the Pale King, there came a point towards the end of the book where I realized there wasn't going to be a story.
The thing that is so understated and underemphasized in everything I'd read and that I read about the Pale King is that is an unfinished work. It is a very nice collection of vignettes and stories, some just a paragraph, others well over fifty pages long, related to an idea for a book David Foster Wallace was working on. There is some very great stuff in here, particularly in the first half of the book, but the most interesting part of the book is at the end where the editor has included some unused notes and ideas DFW had for the different chapters and books, clues of where this whole thing was headed.
I like what we got, but I wish we could have taken the whole trip.