Funny, I don't find his writing sloppy and unconsidered at all. His sense of style is so clearly defined, that I think I can come across a poem or story of his that I hadn't read before and recognize it as his work.
My favorite poetry collection is "Burning in water, drowning in flame", but most of the poems are thematically and stylistically aligned.
He also wrote a ton of short stories, mostly dark and crass. They are all quite short, so literally take your pick with those.
I like the novels above the other stuff personally.