Ulysses is hard but doable. Finnegans Wake is...a mountain. I did read it through but only because I wasn't taking a class on it and could just kind of float through and love the language. I figure I got about 0.001% of the references. It makes Foucault's Pendulum feel like journalism.
You're a tough guy. I could not do it, it's about as rewarding to me as reading someone's refrigerator magnet "poetry". It's just not as fun as Ulysses. I salute your teenage bloodymindedness ("Now THAT'S punk rock!").
It is a complete cooincidence that I was rereading sections of FW last night, and then this morning I updated my journal appearance (Bio, title, and friends page) to quotes from the book featuring my name.