It's worth noting, in that regard, that The New Yorker, which published some of his best fiction, never did any of his nonfiction. No shame to Wallace or The New Yorker, it's simply a technically interesting fact: He couldn't have changed his voice to suit the magazine's famous house style. The "plain style" is about erasing yourself as a writer and laying claim to a kind of invisible narrative authority, the idea being that the writer's mind and personality are manifest in every line, without the vulgarity of having to tell the reader it's happening. But Wallace's relentlessly first-person strategies didn't proceed from narcissism, far from it—they were signs of philosophical stubbornness. (His father, a professional philosopher, studied with Wittgenstein's last assistant; Wallace himself as an undergraduate made an actual intervening contribution—recently published as Fate, Time, and Language—to the debate over free will.) He looked at the plain style and saw that the impetus of it, in the end, is to sell the reader something. Not in a crass sense, but in a rhetorical sense. The well-tempered magazine feature, for all its pleasures, is a kind of fascist wedge that seeks to make you forget its problems, half-truths, and arbitrary decisions, and swallow its nonexistent imprimatur. Wallace could never exempt himself or his reporting from the range of things that would be subject to scrutiny.
I am among the many for whom David Foster Wallace, or DFW as he's commonly referred to, is the most influential writer of this generation, and Sullivan's article articulates much of why that is. I'd add that beyond his prodigious talent, Wallace's writing evinced a curious but tolerant world view which seemed all too rare in this more cynical age, with its tendency towards snap and shallow judgment.
I enjoyed the reference to the New Yorker house style, which Tom Wolfe (according to a citation Wikipedia), once said (emphasis mine): "The New Yorker style was one of leisurely meandering understatement, droll when in the humorous mode, tautological and litotical when in the serious mode, constantly amplified, qualified, adumbrated upon, nuanced and renuanced, until the magazine’s pale-gray pages became High Baroque triumphs of the relative clause and appository modifier."