DFW on Charlie Rose
I remain bummed about about David Foster Wallace, and was pointed to this video from several sources. It gets a little herky jerky at times, and despite the time code on it is about a half an hour, not the full hour, but it's quite interesting and worth a watch if you have the time.
In addition, the New Republic had a blog post called "Reading David Foster Wallace" that links to a great deal of his work in online form.
I recommend Consider The Lobster, Roger Federer as Religious Experience and the heavily edited version of his coverage of John McCain in the 2000 election. (His longer piece which is much stronger isn't available online, but even this edited piece is brilliant.)
He will be missed.