In case you are unaware, the hhgttg “trilogy” is actually 5 (or 6, depending on your view) books long. “So Long, and Thanks For All The Fish” and “Mostly Harmless” are definitely worth a read!
I remember there being a collection of the first 3 called the Complete Hitchhiker's Guide. In typical Adam's fashion, after the 4th book was released a new compendium was released called the More than Complete Hitchhiker's Guide. That titling should have continued, so we'd have gotten the Even More than Complete Hitchiker's Guide and, finally, the Completest Complete Hitchiker's Guide.
Yes! Frank Zappa is the rarest of individuals cut from the same cloth as Adams, and your comment reminded me of his amazing 3rd release of instrumental cuts, aptly titled "Return of the Son of Shut Up 'N Play Your Guitar".
I definitely felt like the series dropped off hard after Life, The Universe, And Everything. So Long And Thanks For All The Fish was kind of meandering, and Mostly Harmless was just plain depressing and a terrible ending for the series. So my personal advice would be to stop after the third book.