The NY Times review of this says that it's for completists only, but I knew I was one before I was even 100 pages into my first Bolaño: 2666. On the ~900 page face of it, 2666 seems like not the best entry point but having read a bunch of his other books, I still think it's his best and most gripping and good enough to warrant reading Woes of the True Policeman for the extra/alternative context it gives to 2666 specifically. Also pretty sure there's a passage of this one that is also in Savage Detectives, but it's a very funny passage about poetry/prose/various authors and what type of sexuality they represent. It's sections of this book like that and their respective contexts that make me disagree with another line from the NY Times review: "You can easily perceive the outlines of a landmark work and observe a great artist struggling to shape it. But you don't get to enjoy the final product itself." I really did enjoy this one, personally.

some more insight from the NY Times review:

"Another Arcimboldi work is described as ''consisting of 99 apparently unrelated two-page dialogues'' in which the characters ''are fleeing, or chasing each other, or one is chasing and the other is hiding'' -- a fair description of both ''2666'' and its brilliant predecessor, ''The Savage Detectives.''"

"In '2666' World War II events on the Romanian front play out in Santa Teresa in some unspecified future, while in 'True Policeman' he looks to the Emperor Maximilian's failed 19th-century conquest of Mexico as the hidden trigger of the ominous atmosphere Amalfitano feels there but cannot quite articulate."