As a follow-up: I read a biography and autobiography, both of literary merit. I chose The Skeptic: A Life of H.L. Mencken, by Terry Teachout and a choice of one of H.L. Mencken's Days books: Happy Days, Newspaper Days, or Heathen Days. I chose Happy Days.
It was a good exercise, and both were good reads. Teachout's biography was very nicely limited in scope, and thoughtfully written. He makes the point that Mencken was actually a Victorian, and as such could not survive Modernism. The biography also helped place Mencken in history for me (cultural literacy is always a plus!), specially with regard to the evolution debate that is so polarized to this day.
The Days books were a great read, giving a full sense of Mencken's style and wit. Happy Days was light, nicely anecdotal, and really an interesting history of the city of Baltimore.