I'd recommend Against the Day, then if you enjoy that, try Gravity's Rainbow again. It continues some of the timeline of Against the Day. GR is super tough for the first third but gets easier and more enjoyable.
AtD gets sidetracked with long stretches of s&m-laden filth. GR reads like a fever dream but it's interesting both thematically and in prose (it's also dirty, but doesn't linger as much).
Having read them both twice (I like them all really) I remember more of the gross stuff in AtD than otherwise, maybe because it seemed more coherent on the page.
I don't remember AtD as being particularly filthy, but it has been a long time. It remains one of my all-time favorites. If nothing else, I'm indebted to the book for encouraging me to seek out literary westerns such as Warlock by Oakley Hall and Butcher's Crossing by John Williams.
