First, Frank Delaney is doing a wonderful podcast, "Re: Joyce"[1], unpacking the novel in short segments. The original episodes cover just a few sentences each; lately the format has expanded to a whole page, in the hope that he'll finish before 2040! Currently, he's just started in on "Scylla and Charybdis", the ninth chapter. His enthusiasm for Joyce and Ulysses is deep and delightful.
Second, in 1982, the Irish radio station RTE produced an essentially unabridged dramatic reading of the novel. Besides being a terrific way to experience the book, it nicely counters one of the major difficulties for newcomers to Ulysses: Distinguishing dialog and internal monologue from narration, and deciding who, exactly, is saying what! It's available for free on archive.org[2].
I also read 'A Portrait of the Artist As a Young Man' and didn't think much of it. I made it through Ulysses, but frankly half the time I could barely understand WTF was going on. I started on Finnegan's Wake and gave up after realizing that the prose wasn't going to get any less crazy.
Dubliners though is quite accessible and a very nice read.
(I personally very much enjoyed Portrait... and Ulysses - the latter is very difficult in places, but on the whole an astonishing achievement. I'm saving Finnegans Wake for my retirement.)
genius.com has an annotated Ulysses, [0] and it might be even better to listen and read at the same time.
Re: 'The Dead', I got a copy of it as a present last christmas after boring people for years about what a good film it is, though I hadn't seen it in years. AFAIK it was John Huston's last film and a labour of love (his daughter Angelica is in it). It's a bit dated now (made in the 80s) and low budget but it still holds up imo. The main character has some long thoughts to himself about life, death and how little we really know those closest to us, that are very moving imo.