I never tried that one, but The Sound and the Fury and As I Lay Dying were certainly hard enough to figure out.
Pynchon's Gravity's Rainbow also didn't seem to have much of a point.
I love his little trick at the very end of the book where he purposely confuses the reader as to who is speaking. His point being, I thought, that by that time the division between them no longer mattered.
When they meet up with the Indians, hilarious.