I'm going to answer this twice.
The largest, thickest, heaviest book I ever read that I had to read for school was Moby Dick. In high school--I was dragged through that kicking and screaming. Hated every minute. Not an American Lit girl and did not want to read about Ahab and the whale.
The largest, heaviest, thickest book I ever read for pleasure was Ulysses by James Joyce. Why? Because I thought I ought to...being an English major and all. And interested in literature from that side of the pond. Did I enjoy it? Not particularly. Heck, I didn't even really understand it. But I'm terribly proud of the fact that I can say I did it.