I think Infinite Jest is a great example for this sort of thing because I later realized that I had completely missed the entire main plot. By the author:
> There is an ending as far as I’m concerned. Certain kind of parallel lines are supposed to start converging in such a way that an “end” can be projected by the reader somewhere beyond the right frame. If no such convergence or projection occurred to you, then the book’s failed for you.
Nothing converged for me at all and yet I thoroughly enjoyed the book. I’m still not quite sure what to think of that.
Aaron Swartz (yep, that Aaron Swartz) wrote a great essay that explains the ending and main plot in clear language:
http://www.aaronsw.com/weblog/ijend
But I don’t think I got any part of that plot by reading the book. It’s all hidden and disjointed, and there’s so much interesting stuff at the surface that you almost don’t even care to go deeper.