There was always some subtle undercurrent of moroseness in all of his hilarious and original writings. Check out this book of his early essays; one of his techniques was to use footnotes that were sometimes longer than the text.
“A Supposedly Fun Thing”: http://en.wikipedia.org/wiki/A_Supposedly_Fun_Thing_I’ll_Never_Do_Again
He was a writer’s writer the… new gonzo journalist after H. Thompson.This will lead to you too many links about him. You may want, instead, to read him.
He was to the generation of writers and readers now in their early 40s what J.D. Salinger was to mine.
It is true that he hanged himself. Other writers committed suicide; they still have readers: (Hemingway, Tolstoi (sort of) and Gogol for example).