I have read five of those, the best by far is Moby Dick. Never read Ulysses, but have been advised by EVERYONE I know who read it that it is completely insane and demented.
I also really like Moby Dick.
Animal Farm is an easy, short read and deserves to be a classic.
Hamlet is well worth the effort.
War and Peace is, in fact, entertaining, but simply far too long for the insights it offers.