If you can find them, his short story collection Nine Hundred Gradmothers or his short story collection Ringing Changes Within those two, for the Pinkwater fan, I highly recommend starting with the stories "Slow Tuesday Night" "Nine Hundred Grandmothers" "Been a Long Long Time" or if you want to dive tentacles first into the deep end of Surreal, "Hole on the Corner."
Some Lafferty stories are available online--just look for the works available online at the bottom of the R. A. Lafferty Wikipedia page.