Well, considering Steppenwolf is one of my favorite novels ever, and no one else on the forum (coughcoughNAD) will read it, you should definitely give it a try (but don't give up after the first 100 pages!).
Actually, that might be the perfect choice. Not that long, with great philosophy and psychology -- not to mention becoming (in the last 2/3) an absolute page-turner. Definitely one of the best novels of the 20th century.
Siddhartha fucking rules and I highly recommend it. Steppenwolf rules as well, but I know when I'm not paying enough attention to a book so I put it down for later enjoyment.
I hear many are the book Mein Kampf reading, which means to you mongrel americans, My Struggle. You will feel the Germanic juices flow as you read about the Jewish threat, lebensraum, und such.
Ernst Rohm was a big fan but the small boys and SS troopers he could not keep his hands off of.
yeah Steppenwolf is excellent, Im surprised you havent read it; it took me maybe three hours to read the whole thing thought. And Narcissus and GOldmund is his next best book.
If your going to read Joyce, stick to Portrait of the Artist, it has most of his vibrant language, and one can easily follow the story.
Dont forget Candide--Ive read it numerous times just for fun.
N&G, Siddhartha and Demian are all great as well, but don't really match the depth of Steppenwolf IMO. If you like Jung, though, you should read N&G after Steppenwolf. Hell, the main focus of the novel is the anima...