When you are ready for Dhalgren, it will find you.
Since I loved the other three, I pretty much had to give it a shot. I still think about it regularly even though I can't really recall any particular storyline or plot. I've always thought it would make for a great procedurally generated game world for some reason.
He has a few other memoirs too, that are really insightful looks into ways of living I would not ordinarily have a view on.
My introduction to Delany was randomly stumbling on the first Neveryon book in the stacks of a university library, being intrigued by the (wholly untrue) intro about Linear B translations of ancient stories, and then getting completely sucked in by the storytelling. The world needs more pan-sexual barbarians, IMO.
The Neveryon story about the invention of writing and its complex set of unintended consequences was perhaps my favorite in the series. ("The Tale of Old Venn" in Tales of Neveryon.)
"My life here more and more resembles a book whose opening chapters, whose title even, suggest mysteries to be resolved only at closing. But as one reads along, one becomes more and more suspicious that the author has lost the thread of his argument, or more upsetting, have so changed by the book's end that the answers to initial questions will have become trivial."
It continues in this multi-stream format until page 869 and then ends ten pages later on 879 with sentence fragment "Waiting here, away from the terrifying weaponry, out of the halls of vapor and light, beyond holland and into the hills I have come to" At which point you remember it began with a sentence fragment "to wound the autumnal city." and realize that the book has wrapped on itself and will not reach a conclusion.
I am used to academic texts with footnotes and some how-to books with sidebars that provide details and examples from the primary flow, but this becomes a scrapbook that juxtaposes incongruous blocks of text. Sometimes I could tease out the connection but not always.
If your argument is that Ulysses or Finnegan's Wake are more complex then I agree. But I found Dhalgren much harder to follow or understand than the French existentialist novels (e.g. "The Flanders Road", "The Marquise went out at 5" or "Jealousy") that were stream of consciousness but maintained a consistent perspective
I think that was Delaney's intention. The narrative, and the city aren't really open to analysis. Bellona is a hazy, druggy, liminal space and its incoherence and narrative instability is part of what makes it so beautiful.