Another common thread that I've noticed in the works of Thomas Pynchon that I've read so far (Gravity's Rainbow, V., The Crying of Lot 49, and Mason & Dixon, Vineland, and Slow Learner (which to date is all I know of that he's written) ) is a focus on the behavior of people in situations where things are just getting weird enough that they are just hovering on the edge of losing objective reason and stepping into a world of chaos be it internal or external. This provides both an enjoyable tension and an immersive environment so that the story can take wild turns and follow a huge range of directions at once, and still seem very real, even when filled with wonderfully ridiculous things including talking dogs and random orgies.
This craziness comes from several sources, but more often than not draws out the quirkiness of the characters.
Another thing I've noticed is a really cool method of character development where the characters describe themselves through their assosciations and stream of consciousness tangents that dredge up the deep psychological roots of their actions and motivations. This gives his characters a much richer feeling than your average novel.
He also includes lots of puns, dirty songs, and limericks. All in all, I'd say he's my favorite author.