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For myself, in the non-fiction department it is Stephen Wolfram's A New Kind of Science. It is the size of a concrete slab, weights about as much as an anvil, and you'd probably have to immerse yourself in it for several months to really understand what the hell it is about.
As for fiction, I'd say it is Cormac McCarthy's excruciating Blood Meridian. One I never managed to finish was Roberto Bolaño's 2666. I tried to read it in the original Spanish -- bad idea.
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