Elizabeth Hand's latest novel, Mortal Love, is probably the only book I've ever read where I had no idea what was going on until the last chapter. And even then it wasn't so clear. But it was fascinating enough that I persevered, and am still thinking about it several days later. It's about the Pre-Raphaelites, and the muse that gave them a glimpse into another world. Hand's style has not, unfortunately, improved with experience, and I got frustrated with being introduced to a new character and time period in every chapter, but the conclusion is lovely. I'd certainly recommend it, with the warning that all of her books are extremely weird; if you're interested in the Pre-Raphaelites you'll find it particularly interesting.