I'm another one that's going to say Naked Lunch. Luckily it was a school assignment and the teacher very thoroughly went over background info and his take on nearly every part of the book as we worked through it. Still a total mess of a book to me.
Dispatches by Michael Herr. If I try to make logical sense of it I fail miserably, but if I just turn off my brain it sort of unfolds into this terrifying dream-like reality.
if Dispatches confuses you don't read 'citadel' by Dale a Dye although actually for pure weirdness i'd say the silmarilion by Tolkein is pretty far up the rankings
Really don't bother... Dye trades on having written Platoon which was a much better film than book - his other vietnam books are excreable
Ah shit, just remembered another one that tops the previous two I've mentioned. Gravity's Rainbow, by Thomas Pynchon. The guy who recommended it to me said that it made Catch-22 look like M.A.S.H. He was right. I read it twenty years ago and didn't understand it, then re-read it a couple years ago and understood it even less. Pynchon is not for those with short attention spans.
I tried reading Gravity's Rainbow when I was in juvie, around the age of fourteen or so. I made it through out of sheer determination nothing better to do. Didn't understand a lick of it at the time.
I don't know if I'd call it the weirdest book I've ever read, but certainly the most recent was Gone Girl by Gillian Flynn.
Wyrms by Orson Scott Card. The main character spent most of the book lusting after a giant worm, and in the book's climax, she was impregnated by said giant worm. I hope nobody needs brain bleach now.
I once tried a China Mieville novel. Can`t remember which one but when a human/insect hybrid started to get fruity with a guy I called it quits. My friend got a different one from his wife for Christmas and was miffed when he told her it was weird and had trouble reading it. He asked if I wanted to read it and then read parts to me, and it just reminded me of the book I tried to read and told him no thanks. He did finally finish it but only to appease his wife. I like fantasy and sci-fi, and some weird and wonderful/magical, but China Meiville is on another level.
American Psycho by Bret Easton Ellis. Not that I didn't get the book, I did. But the imagery, so powerfully and skillfully portrayed, haunted me for days afterwards. Even holding the book in my hands and turning each page became a challenge. What stayed with me is the impression that Ellis wrote it in a series of short but intense sessions of writing.
Junkie is definitely weird, but to answer another posters question, I'd say Naked Lunch doesn't count, not because it's not a novel or not relevant (it's a very good book), but because it was written with the intention, at least partially, in my opinion, of being a weird book.