Agreed Snow Crash is very good. It along with Diamond Age are my favorite of his works. The Baroque Cycle is too long for what it is and might have crushed my spirit to read his work any longer. I advise avoiding it unless you are an avid fan of his.
I'll be honest - I couldn't finish the Baroque Cycle. (Maybe I'll try again someday.) But when Anathem came out I thought I'd give it a chance, as I so enjoyed Cryptonomicon and Snow Crash that giving up Stephenson altogether didn't seem like the right thing to do. Anathem starts out slowly but it gets much better and I'm definitely glad I read it. If you can get through the first few chapters you will be rewarded. (IMHO, anyway.)
While I agree BC was dense, I still think it was very good. I'm not really into heavy reading like that but I've still been through the trilogy twice. I whole heartedly recommend any Neal Stephenson. (I wasn't completely enamored with Diamond Age, but I realize I'm in a minority there.)
On a related note, I recommended Cryptonomicon to a co-worker who was complaining how much she spent on books (she typically buys one hardback per week) and how much storage space she had devoted to books. I lent her my copy of Cryptonomicon and it took her about 4-5 weeks to finish. She was in for a good bit of teasing about the apparent 'quality' of her normal fare. IIRC, the term 'bodice-ripper' was tossed about. ;-)
Interesting I also really enjoyed BC and was disappointed with Diamond Age, it held me to a point and then lost me completely. Judging comments here and elsewhere I'm starting to think that if you are a fan of one then you probably won't be a fan of the other.