I have been told Anna Karenina is terrific. Kitty had a very nice, very old leatherbound edition which is honestly too nice to really read. I typically make a point of getting paperbacks for the bigger books so they're easier to lug around.

I also found a read-a-long podcast for W&P that might be interesting. I don't mind diving in more or less on my own, but for something of this magnitude it might be nice to have a guide.