I always thought Ayn Rand's works to be quite difficult. But then again, I tried to read it when I was quite young (and ambitious). A novel I found very challenging was actually The Sound and the Fury by William Faulkner. It's definitely worth the challenge, but there are 4 narrators, and the first two first-person narrators are considered two of the hardest to follow narrators in English. One has no sense of time or chronology due to a mental handicap, and the other is going insane. The latter is essentially a mind trying to communicate as it breaks down and it is a very difficult chapter to get through, but when you do, you find that the language is beautiful and wonderful, some of the best I've read.