A long time ago, I read The Coyote Kings of the Space Age Bachelor Pad by Minister Faust. It jumped narrators chapter by chapter, and for the most part didn't offer any indication of the change, apart from the distinct voices of the different characters. Ulysses reminds me quite a lot of that. But the thing that The Coyote Kings has over Ulysses is that, every time a new narrator was introduced, their first chapter would be preceded by a character sheet, containing stats and information about the characters. That way, you could keep track of who was getting chapters, and quickly acclimated to the fact of their changing.
I wonder if it was once conventional to read the first three chapters of a book over and over again while you got the hang of how it was written.
I look forward to eventually re-reading this book.