It took me a few tries to get through Ulysses, but I enjoyed it when I finally figured it out.

What helped for me is first reading A Portrait of the Artist as a Young Man, which is kind of like an easier version of the same style that introduces some of the characters in Ulysses. And then following along on ulyssesguide.com when I was reading it. Some of the parts (the fake quasi latin) are extra difficult and it helps to have a guide so you don't get completely lost as to what's going on.