Well, I finally managed it: the second half of Don Quixote, having read the first part three years ago. It hangs together rather better than the first part - much less episodic, one senses that unlike his characters the author knew which way things were going. There is some nasty business with a Duke and Duchess who set our heroes up for a series of practical jokes; but Sancho Panza acquits himself very well from it all. In the end, Quixote's neighbours get him to just give it a rest, and the world is obviously a poorer place as a result. (Also he then dies, to reinforce the point.)
One recurrent theme of Volume II is that Quixote and Panza keep on bumping into people who know them not only from Volume I (published ten years before) but also from the seventeenth-century equivalent of fan fiction; in an early chapter, Panza is prevailed upon to explain a couple of continuity glitches from the previous volume, and there's a repeated complaint that the fanfic writers have got the leading characters completely wrong. (Tat Wood makes an obvious parallel in About Time Volume 6, which I have also been reading this weekend.)
Anyway, that's another off my list of classic literature and 2008 reading resolutions. It didn't blow me away, to be honest, in the same way that Proust has been doing; but it is one of those books everyone should try and get through.