KCRW's Politics of Culture podcast did a very good episode this week about DFW. Michael Silverblatt related one Wallace quote that the purpose of literature is to "disturb the comfortable and comfort the disturbed." Previous KCRW interviews with Wallace are also available.
Here's DFW's 2005 commencement address at Kenyon. I love that the audience obviously wasn't paying enough attention (or is echoing standard campus opinions uncritically) and ends up applauding after an example of what not to do. Also, it was kind of eery hearing him comment about suicide.
3QuarksDaily has video and transcript of Wallace on Charlie Rose in '97. I haven't watched this yet, but it might be of interest.
Finally, John Hodgman points out that Wallace, a consummate master of the footnote, produced perhaps the world's most pithy footnote, which consisted entirely of a single exclamation point. This bests my previous favorite footnote,* produced by Chuck Klosterman, by 66%, since it consisted of three such punctuation marks. (I could have sworn it was in his essay on The McLaughlin Group, but it isn't showing up in the online version.)
* What, you don't have a favorite footnote?