I read The Silmarillion and love it. The first part of the book on the creation of the world was very hard to get through the first time I read it, but the rest of it is wonderous and yet very sad as it goes on.

I've also read Unfinished Tales and several of the later books. Unfinished Tales is very good too the second time I read it. I didn't care much for it the first time. However, in later books the stories get too fragmented and the presentation of alternate parts of the story makes for a very difficult read. I can only read that stuff in small chunks. I'm currently working on The Book of Lost Tales 1 (&2) which are rather different than the Middle Earth we know and love. You can see the foundations of the later works but it is a bit alien. I'm staring at The Lays of Beleriand, The Shaping of Middle Earth and The Lost Road and Other Writings on my book shelf. I figured myself a rather diehard Tolkien fan but these books are making me question my "diehard" status. Maybe some of the others aren't so bad, but the Lost Tales are very tough to get through.