Sequence? Bah! I'll read books in any order I like, thank you very much!
"The Brief Wondrous Life of Oscar Wao" impressed me so much that I decided to retrieve the only other published book by Junot Diaz, a collection of short stories called "Drown." Drown is similar in a lot of ways to "Wao": Both are almost exclusively drawn around Dominicans; both look at the immigrant experience, including both life in New York / New Jersey and the experience on the island. "Drown" came first, though "Wao" was apparently in development for quite a while. Anyways, "Drown" feels like it's cut nearer to the bone, dealing far more with real life, while "Wao" is remarkable for its immersion in the effluvia of pop culture and commercial trash.
It took me a while to decide that all the stories in "Drown" were related to one another. Each story stands on its own, but taken together they paint the story of an immigrant family and their irregular journey to a new life in America. The voice switches from story to story, but most often is told in first person from the perspective of Yunior, the narrator of "Wao". (At least, I presume it's the same person - Yunior seems to be Diaz's Zuckerman.) That being said, despite having the same narrator, the books have almost nothing in common story-wise... Yunior is an invisible presence throughout most of "Wao", and Oscar's familia doesn't appear at all in "Drown".
Personally, I think that "Wao" is superior to "Drown"... it's more entertaining, more interesting literarily (!) and thematically, plus I prefer novels to short stories anyways. That said, one nice thing about "Drown" is that the stories seem to get better as the book goes on. The early ones are kind of painful to read, but he sort of abstracts more as the book goes on, adding more mystery and alluding to things to add depth. Towards the end of the book he gets quite interesting... one chapter is told in the second person, and then he moves beyond Yunior and starts settling in behind the eyeballs of other characters. Actually, now that I write this and think back on what we will learn about Yunior's career in "Wao", I wonder if we should view these chapters as also being written by Yunior, as he is transitioning into his life as a writer.
My favorite story was probably "No Face." At first I was disappointed - when I read the title, I went, "Whoa!", thinking that it was referring to The Faceless Man, one of the most fascinating aspects of Wao. It turns out, though, that it actually refers back to a character that Yunior and Ramon torment in one of the first chapters. This is the one story that doesn't appear to include anyone from Yunior's familia, and I actually appreciated that. Honestly, I felt more sympathetic towards this poor kid than anyone we meet in the other stories, especially after what happened to him in the earlier story. Again, it's interesting to consider that this story may be something written by Yunior, not Diaz, and in that sense I can imagine Yunior reaching for some kind of atonement for his actions... in that scenario, we are not seeing the empirical truth of No Face's life, but rather Yunior's mind as it tries to construct some explanation for how this remarkable kid lives.
In a similar vein, the long final chapter, "Negocios", is tightly focused on Yunior's father, only occasionally referring back to Mami and the boys. Like No Face, you can read this story as Yunior trying to construct a story that makes sense and explains how and why his father acted as he did. It also stands on its own as a strong and fully believable tale of the modern immigrant experience, with all the messiness, striving, and ambition that entails.
Bottom line: If you like short stories, by all means go for this book. Stick with it, since it gets better as it goes on, and each invidual story is a relatively quick and easy read. (Granted, I'll probably be using that phrase on almost everything now that I've wrapped Gravity's Rainbow.) Otherwise, I'd advise most people to read "Wao" and only hit up "Drown" if you really love Diaz's voice and stories.