My first Faulkner experience was "Sound and the Fury". I read part one and didn't really know what was going on. Then I read a little ways into Part two, but decided to read something else instead and may be come back to "SATF" later. I just wasn't too into Faulkner's style at the time. I found it a bit tedious.
Then I made another attempt at Faulkner, checking out some of his short stories. I didn't get into him that much this time either. However, someone tols me that a lot of people have to give Faulkner several chances to get anything out of his reading, so I checked out the same book of short stories a little later. I read "Barn Burning" a second time while slightly stoned and got a better perspective of it. After that, I started to appreciate his stuff a lot more. His characterization and describtions are really good. He does a good job at displaying the characters' subjective state.
One of these days, I'll give "SATF" another shot. I've also heard "As I Lay Dying is Worth Checking out. There's another novel that I can't remeber the name of, but it's about some guys going on a road trip around America around the time of WWI. It was made into a movie too. You can't go wrong with road trip stories, so if I find out the name of that one, I'll read that before any of his other stuff.