Almost every King book has some kind of DT connection, either big or small.
But there are three books which even King himself claims are the main "second level' books. Those are Insomnia, Black House, and Hearts in Atlantis. Those three tie in the most closely to the mainstream DT storyline.
However, the problem is this. You may think that all those connections from every other book are pieces of a puzzle that you have to put together, kind of in a Babylon 5 or Lost style. You may pay attention to all the little nitty gritty and try to figure out the larger picture. But you will be unsuccessful, because in the last book of the DT series proper, The Dark Tower, King basically invalidates all those connections himself by relegating them to the status of "alternate realities," meaning that none of them has any bearing on what actually happens. Which I assume is part of what HighTeeHeller was so frustrated about.
My opinion on the individual books:
1 - The Gunslinger: A Western with a slight sci-fi twist - an odd book, mixing genres in an almost FireFly-like way, but seems rather inconsequential. Compare to season 1 of Bab5 - it may not be much fun, but it's necessary for what comes later.
2 - The Drawing of the Three: As Gen Zod said, this feels like where it really begins, although there is important back story in book 1. A fairly action- and drama-heavy entry.
3 - The Waste Lands: It kind of feels like a re-write of The Talisman, as basically the whole of the DT series is. It's an "on the way to" story rather than an event story.
4 - Wizard and Glass: A "flashback episode" that has almost no effect on the real-time storyline, although it does lay some seeds for the final explanations and conclusions.
5 - Wolves of the Calla: The best book in the series, for me. A heavily Western-influenced investigation and battle story, where the series really begins to feel like it's getting somewhere. You can tell that King felt re-inspired at this point.
6 - Song of Susannah: Experimental and reflective. The entire book takes place in just one day. Compare maybe to Harry Potter and the Half-Blood Prince, in that it's an opportunity to catch your breath and explain some things before the big finale.
7 - The Dark Tower: For the first half, one of the best books I ever read. For the second half, it completely lost it. Stuff comes out of nowhere that is a complete cheat, the aforementioned disappointments as to the relevance of all that ancillary material, and lots of things seeming to fizzle out to nothing instead of the massive event we had been led to expect.
As to the absolute ending, I can kinda see HighTeeHeller's point - it is frustrating, no doubt. But it also does make a perverse sense, and as King himself says, this is the right ending. I'm not sure he entirely made it work, but I get what he was going for.
I hope some of this helps.
