God, no. There are so many great books out there it would absurd to grind away at one you hate. I'd make an exception of, say, Hamlet or Keats' odes or Orwell's 1984. These are such important works, and so short, that it's worth persevering. But in general I'd say don't. As someone once said, "Proust is too long and life is too short."
There are many great books, and great writers, I dislike. I can't get on with Nabokov, for example. People tell me he's the supreme stylist of the 20th-century, but I can't see it. I have no doubt it's my stupidity, but there it is. With most of the other great stylists (Newman, Pater, Ruskin, Conrad, Joyce, Scott Fitzgerald) I can see why people make a fuss. Not with Nabokov. To me his prose is just too flowery and alliterative. I find the prose of P G Wodehouse and Evelyn Waugh far more beautiful. I admire Joyce and, though I struggle at times, I can see real beauty there. However, I prefer Anthony Burgess. Burgess was a Joyce scholar who modeled his writing on Joyce. Unfortunately, I prefer the student to the master.
I also have an on off relationship with Wilde. The dialogue in Dorian Gray is gorgeous. And I love the world Wilde conjures up (Victorian aesthetes with silky hair smoking opium rolled cigarettes and discussing art). His style grates on me at times though. When he describes the moon, say, or the waving grass, it seems nauseatingly overwritten. As a writer of ideas, whose books fizz with wit and sophistication, I prefer Aldous Huxley. I also find Waugh and Wodehouse funnier. Wilde was witty, but that's not the same as being funny.