i, too, still need to read "The Pale King." i've owned it since it came out, but have yet to dig into it. maybe for the same reasons you lay out here - i'm afraid of its incomplete nature.
i really loved "Broom of the System," but never even came close to finishing "Infinite Jest" yet.
Ah cool! Broom of the System is towards the end of my DFW reading list, since I do want to read all his major works, but I hear the least about that one. You are one of the only people I know who's actually read it in fact lol.