After starting with Dhalgren and finding it unreadable, I decided not to give up on Delany. I went to Nova, which is sadly out of print by the way, and found it to be one of the finest SF books I've ever read. Next I tried Babel-17 (also out of print) and found that to be a very good work, but not up to par with Nova.
And then this. Delany's early (pre-Dhalgren) SF is very engaging. His characters are intense as is are his plot lines, and his imagery is dazzling without being confusing. Even if this novel had no plot whatsoever, you could still read it if only for the intriguing voice the Delany writes with. Yep, it's based on the Orpheus myth (as are some of his later works, which amount to far less than this novel), and Delany succeeds very well with his archetypal characters and plot line. With references to everything from Greek mythology to '60s pop culture, it is certainly thinking-person's reading, but it is also entertaining if you want a short, fun read. It's good to see this one back in print after so many "only available at an obscure used book store" years. If you want somewhere to start with Delany, this is the place, as the book is easily available and is more accessible than his later works (which I still don't like much even today). If you like this try out the harder to find stuff like Babel-17 and Nova (probably in that order, as Nova marks the highlight of Delany's career).
By the way, if you like Delany, check out the works by the lesser-known (but critically perhaps more acclaimed) New Wave author Thomas M. Disch (who's work is newly back in print, I believe).