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Did you read the other books in the trilogy first? I’m not sure reading “Zero History” by itself would make much sense, although I confess to liking his earlier series better, even though I understand why he left cyberpunk behind – it’s become a cliche by now.
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He does write essays. I’m not sure that they’ve been collected in book form, but he’s written some pieces in Wired and other places. His “Disneyland with the Death Penalty”, about his impression of Singapore in the 1990s, is a classic.
Edit: I’ve just discovered “Distrust That Particular Flavor” – Gibson’s essays have been collected in book form.