Radio Free Albemuth, Valis, and The Divine Invasion are all superb novels. They’re what made me a near-instant fan of PKD.
How closely connected are Valis and Divine Invasion? I hear they’re supposed to make a “trilogy” with Transmigration of Timothy Archer.
Radio Free Albemuth, Valis, and The Divine Invasion are just alternate universe counterparts of each other – ie. the entity of Valis and PKD’S Gnostic themes are present, but the books all take place in different worlds with different characters. You don’t have to read them all together in any particular order to appreciate them separately.
As for The Transmigration of Timothy Archer, I haven’t any idea why it’s considered part of the Valis Trilogy. Aside from sharing similar themes, it has nothing at all to do with the preceding books. It’s not even science fiction.