I have read The Name of the Rose by Umberto Eco, and I actually love his style, the way he switches languages sometimes. There were a few paragraphs that I didn't understand, and others that I understood only partially ( I have experience with French, Spanish, and Portuguese, so I could pretty much guess when it came to Italian, etc...), but I just sort of went with it. I like when a book is challenging, if the author uses a unique style that I am not accustomed to.
I am currently reading Midnight's Children by Salman Rushdie. He also has a unique style, and I'm really enjoying it.
That being said, there are certain types of books (religious texts in particular) that are very difficult for me to read. But very rarely do I finish a book and feel like it was not worth the effort I spent understanding it.