As others have said before me, reading Gravity's Rainbow can be quite the chore. I too spent the first 150 pages chained to wikipedia looking up obscure references. At the same time, while I read the book, I feel as if I am watching an artist starting with a blank canvas painstakingly paint small little details as I try to guess how they contribute to the greater whole. Pynchon has a maddening habit of introducing seemlingly unrelated ideas and characters or breaks into a scene only to explain them pages down the road. For example, Pynchon explains the section where Slothrop flashes back to the Roseland Ballroom right after being injected with barbiturates (starting on p62) on page 74, where he notes that Slthrop was "willing to co under likght narcosis to help illuminate racial problems in his own country." While incredibly frustrating, the eventual explanations give me hope that slowly but surely, the novel is converging towards some level of coherence.
To me, the most striking feature of Pynchon's writing is his ability to add tone and pace to the narration and dialog through punctuation. As on page 51, where he uses ellipses to split up his words so that they read like a genuine train of thought. On pages 82-83, as Rozsavolgyi (please pardon the lack of accents and whatnot), the italics and hyphenations bring out his accent that the reader would not otherwise appreciate. In such a convoluted book, the immersion into the (very twisted) world of Gravity's Rainbow seems to come as a must.

I'd like to close out with some crazy and possibly premature speculation that I had the other day. Does the title Gravity's Rainbow refer to the projectile parabolic motion of a rocket?