West's writing is a truly uncanny experience. You cannot look away. Once read, the characters watch with vacant expressions from the corners of your mind, forever. So much happens in these disorienting, trippy, and disturbing novels that can't possibly be communicated to any appropriate effect without reading them. The writing is surely "deft and lean", "echoing with no trace of other men's work", just as others have said.
Miss Lonelyhearts and Day of the Locusts are paced dramatically differently and mold to different tastes. I enjoyed reading Miss Lonelyhearts, especially the letters, but had a sick delight of a time with Day of the Locusts. I viciously enjoyed the scenery of Hollywood that West conjures. It's all so unsettling from the start with the paper houses to one of my favorite trippy scenes in a book,

chasing after Faye "on set" and the collapse of the false hill under the war

As for the endings...

Where Miss Lonelyhearts really wraps everything up in a tight package, although oh the suffering, we know it must go on... Day of the Locusts has an ending that will ITCH you forever if you can't stand not knowing what happens to our dear little cast.

I personally enjoyed both executions. 
I would recommend reading if you enjoy darker things written in the 30's. I found it very helpful to do a bit of research on the author and have some small background knowledge on historical LA especially. The themes are strong, and not very hopeful.