Structure-wise, probably House of Leaves. It uses appendices and several categories of footnotes extensively, to the point that the footnotes begin to dominate the pages (putting it lightly). There's so much flipping back and forth that an onlooker would assume you're reading a choose-your-own-adventure book.
Content-wise, it's hard to choose. I'll say The Illuminatus Trilogy, which is a semi-absurdist study of authority and human nature, through the lens of a labyrinthine web of conspiracy theories, jumping between at least a dozen character perspectives.