First, there's “Dubliners.” These are brilliantly atmospheric snippets of Irish miserablism. It's a must-read to understand where Joyce is coming from.
Next, “A Portrait of the Artist as a Young Man.” Strangely, it can be tiresome and inessential. It goes on about religion and more Irish miserablism, and it's a bit too much like a portrait of the author as an insufferable young genius.
Then, there's “Ulysses.” This is the essential book among these. It's difficult but also very funny and not impossible to read. I have a short bluffer’s guide and a long review (chapter by chapter) of this astonishing book.
Finally, “Finnegans Wake.” This is really not recommended. However, there is a 10-minute excerpt (“Anna Livia Plurabelle”) read by Joyce himself. I thought this small part was so beautiful that the whole book would be a masterpiece, but the rest of it isn't nearly as fascinating or linguistically lovely, and it will do your brain in.
In addition to Joyce's works, there are some books about him that are worth mentioning. “The Most Dangerous Book : The Battle For James Joyce’s Ulysses” by Kevin Birmingham is by far the best book on Joyce and “Ulysses” that I've ever read. It's a total page-turner. “James Joyce” by Richard Ellman is a great biography if you want a more in-depth look. “My Brother’s Keeper” by Stanislaus Joyce is a memoir by Joyce's faithful brother that will make you love him (and Stanny) more.
There are also some books about “Ulysses” that I liked. “The New Bloomsday Book” by Harry Blamires is a not-too-scholarly voyage through and about “Ulysses” that I preferred to other analyses. “The Finnegans Wake Experience” by Roland McHugh is hilarious. Mr McHugh is a total obsessive who dedicated his whole being to reading and explaining “Finnegans Wake.”
However, there are some books that I would avoid. “Ulysses and Us” by Declan Kiberd and “Ulysses on the Liffey” by Richard Ellman do the same thing – they make you want to burn down the English Literature department with their jaw-breaking pontificating and somnambulating rambling. “Ulysses Annotated” by Don Gifford proves that the more you know, the less you understand.
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The passage about the cocklepickers and the dog adds a touch of vividness and perhaps a bit of humor to the overall piece.
And the quote “How many roads must a man walk down....” is a nice addition, even if it's a bit of a dig at Joyce.