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Miko, you should definitely check him out. I'd recommend a couple of his short story collections before diving into his novels. I can give you more specific recommendations if you'd like.
Good find, BP. I've liked him forever, and I've always found his insights into the post/modern psyche to be dead-on. If you've never read it, I can't say enough on the Re/Search book (with excerpts!) about him, and also their re-print of The Atrocity Exhibition, which features extensive margin notes by Ballard (wiki entry) himself.
Short story collections I'd recommend as a start would be The Terminal Beach and War Fever, and probably one of his "best of" collections. Don't start with Crash. I know a lot of people hated the movie, and while I'm not sure that I really liked it, I thought as a vehicle (har) for the message, it was perfection itself. So I guess I liked it.