The Harry Ransom Center at the University of Texas at Austin has acquired David Foster Wallace's papers. Here you can look at some books from Wallace's library, along with the notes he's scribbled into the first page.
Check out Wallace's copy of Suttree (he's drawn fangs, mustache, and glasses on Cormac McCarthy's face) at the bottom of the list.
I would consider driving down to Texas if I could flip through the rest of Wallace's copy of this book. Anybody wanna go with me?