I would also recommend his other books: (each link goes to Amazon)
GB84
Tokyo Year Zero (Tokyo Trilogy 1)
Nineteen Seventy Four (Red Riding Quartet)
Nineteen Seventy Seven (Red Riding Quartet)
Nineteen Eighty (Red Riding Quartet)
Nineteen Eighty Three (Five Star)
As well as recommending all of David Peace's work I also recommend "Provided You Don't Kiss me" by Duncan Hamilton - which like The Damned Utd is about Brian Clough. It's a non - fiction work and is similar to Peace's book in that it portrays Clough as a genius, but it is a genius that is constantly tempered with a rather bleak desperation.
It has a brilliant opening description of football, of workman like performances in dull matches on muddy pitches that I would love to see Sky Sports use in their promotional campaign for next season. Instead of showing us Ronaldo skipping through defences they should lead on Titus Bramble falling over in the mud. But I imagine they won't, they'll continue to try to sell us football as shiny and breathtaking as is their wont.