Emily Colette Wilkinson and Garth Risk Hallberg in Publisher's Weekly:
Clarissa, Or the History of a Young Lady by Samuel Richardson – Richardson’s Clarissa is a heavyweight in more ways than one. The novel’s physical heft is part of its difficulty (she weighs in at just under three pounds in Penguin’s oversized edition), especially as her 1500 pages are light on plot (Samuel Johnson said you’d hang yourself if you read Clarissa for the plot). But what the novel lacks in plot it makes up for in psychological depth. Richardson was the first master of the psychological novel and he hasn’t been bested since. These depths are also dark and psychically wrenching: Clarissa's rejection and dehumanization by her monstrous family and the sadistic torments she undergoes at the hands of her rescuer turned torturer, the “charming sociopath” Robert Lovelace, offer some of the most emotionally harrowing reading experiences available in English.
Finnegans Wake by James Joyce –Finnegans Wake is long, dense, and linguistically knotty, yet hugely rewarding, if you're willing to learn how to read it. By this, I don't mean wallowing in the froth of scholarly exegesis the Wake churned up in its wake. Not the first time out, at least. (I take Joyce's talk about setting traps for his readers as an expression of hostility born out of years of frustration.) Rather, I mean surrendering to Joyce's music. Meaning here is more a question of effect than of decoding; in this way, this Difficult Book is paradigmatic of great literature more generally. Try reading 25 pages a day, out loud, in your best bad Irish accent. (Seriously – some of what seems like idiolectic obscurity is just a question of how you pronounce your vowels.) You'll be maddened, you'll be moved, and you'll be done in about four weeks.