Infinite Summer

Underworld is great, but it isn't difficult. I would rank it as easier than Infinite Jest, just because its chronology isn't fractured like IJ's, and it has normal chapters. Unfortunately, the first 30 pages of Underworld are (in my opinion, but it's not all that uncommon an opinion) far and away the best in the book. That's not to say that the rest is worthless--it's a great book. It's just that the first chapter (I think it's called a "Preface" or an "Introduction") is jaw-dropping, and you just can't sustain that through 800 pages. I haven't read Gravity's Rainbow (I disliked the Crying of Lot 49 so intensely that I haven't read any Pynchon since), but the ranking w/ Underworld is a no brainer for me

Ulysses>IJ>Underworld

Ulysses is sooo allusive, but it's coupled with so much gorgeous music. Incidentally, the thread on the Consummation of the Levirates leads me to believe that there's more allusion going on in IJ than most people (myself included) are consistently picking up.