Short story writers should check out this review of Moore's collected work written by novelist Jenny Turner. In "Angry Duck," Turner gives a pretty good history of Moore's writing, despite the brevity(?) of the article and the lack of information about Moore (Turner says, "Moore is reticent in interviews and does not write much non-fiction, and has published only 50 pages of fiction over the past decade").
I picked up my copy of Moore's Self Help during my first year at Mason, when I was working in a usedbookstore out in Centreville. The bookstore had its own 'Self Help' section, and in that section I found Moore's collection while I was cleaning out the shelves of old old old merchandise.
More Moore links:
Interview in The Believer
Profile in Ploughshares shortly after the release of Birds of America
"Debarking," "The Juniper Tree," and "Paper Losses" in The New Yorker
(thanks to Cliff)