I LOVE Ulysses but completely understand why people don't like it and don't just blame them for not understanding it. Though I think it is beyond the abilities of a lot of people. I frequently think, each time I have read Ulysses, that James Joyce was laughing his ass off when he wrote it because he knew it was going to be an impossible beast to tackle.
The reason I would say to start with Dubliners is because it does a good job of getting you used to abandoning the plot arc in the way Joyce wants you to. In Dubliners, you are plopped down right in the middle of things and often taken back out before there is any resolution. This frustrates a great deal of people, but you need to understand that the meaning Joyce wants you to get lies in what he has given you and not in what you want because of your devotion to traditional story arcs. Once you get used to that, POTA gives you a good sense of how that all looks in a larger work. Plus POTA doesn't fuck around with the narrative structure like Ulysses does.
And Moby Dick can kiss my ass. Every time some pretentious twit wants to tell me that I don't like it just because I don't get it, I ask them why Moby Dick is inherently more confusing than Ulysses. Because I get Ulysses and understand it pretty damn well. Moby Dick is not a more complex work than Joyce.