We Others comes out next week; it's a "new and selected" story collection, which means some of the work has been published and collected elsewhere. If you've never read MIllhauser, digging through the New Yorker archives finds a few stories—all including in the forthcoming collection—that provide decent examples of his style and range.
"Cat 'n' Mouse"—I fucking love this story. It's about a cartoon cat and mouse a la Tom and Jerry—the cat, blood-thirsty and obsessed; the mouse, clever and despairing. Of the cat: "He thinks obsessively about the mouse and suspects with rage that the mouse frequently does not think about him at all..."
"The Invasion from Outer Space"—About the world's most banal, disappointing alien invasion.
"Getting Closer"—This is one of Millhauser's more conventional stories. Nonetheless, it does feature a kid having an attack of complete existential panic on an otherwise perfect summer day, so that's fun.
I'm always surprised by how few people I know have read this guy. For fans of: George Saunders, Jorge Luis Borges, Lydia Millet.