I love Wallace Stevens. I count The Man with the Blue Guitar and The Idea of Order at Key West as two of my favorite poems. They talk to me, as a writer. Stevens struck a chord with me very early; decades later, he's been a constant companion. Some of Stevens' poems seem impenetrable. That's never put me off; I always think of the last two lines from MacLeish's, Ars Poetica : A poem should not mean / But be whenever a poem leaves me wondering. I find out what I can, and what's necessary sticks with me.
Finding out much about Stevens work became much easier with Eleanor Cook's, Reader's Guide to Wallace Stevens. Cook is a Stevens' expert; this work takes Stevens' poems in chronological order and provides annotations and references. It's wonderful; I can't thank Eleanor Cook enough!
A Reader's Guide to Wallace Stevens - Eleanor Cook (Princeton University Press)
Wallace Stevens: Collected Poetry and Prose (Library of America) - Wallace Stevens