Read, read, read. And that book especially. Though you might want to get 'King Rat' by the same author fist, it's shorter and less demanding. 'King Rat' is similar to Gaiman's Neverwhere and not as fantastic as PSS.
By the way, has anyone read 'The Scar' yet, follow up of PSS?
And while we're at it, let me recommend the following, too:
Tim Powers - The Drawing of the Dark
Jasper Fforde - The Eyre Affair
Kirsten Bakis - Lives of the Monster Dogs
Michael Chabon - The Amazing Adventures of Kavalier & Clay
I'm currently reading the last of this list (Pulitzer Price winner 2001, no less), and it's great so far - the others I read recently and they're all great.