Benjamin Alsup's review of The Pale King can now be found over at Esquire, Saint David Foster Wallace and The Pale King. It's a positive review with minor spoilers:
And let's state this clearly: You should read The Pale King.
You don't have to read it in a couple days or even a couple months. I'm not sure you even need to read it in any particular order. It's not that kind of book. If it keeps you up at night, it won't be because you've got to know what happens next. If you're up, you'll be up because D.F.W. writes sentences and sometimes whole pages that make you feel like you can't breathe. You'll be up because again and again he invites you to consider some very heavy things — like what it means to consider heavy things and how we go about deciding what's worth our consideration. The Pale King asks you, for instance, why it is that you haven't spent more time considering the morality of our tax code. It asks what it means to be a citizen of Grand Rapids, Michigan, or Beloit, Wisconsin, or Peoria, Illinois, and whether being an American really means anything at all.