Check out Google Book Search: Celebrate Your Freedom to Read, released to coincide with Banned Books Week (September 23-30). I dream of one day writing something audacious enough to provoke such strong reactions from my readers.
I wouldn't say that all art has to be "challenging," but I think the most interesting art defies expectations in some way. It doesn't have to be surprising, like a twist ending to a story, but it should be revelatory, even if subtly.
Speaking of books... I just finished reading the late Octavia E. Butler's Mind of my Mind, which was published in 1977. It's pretty sparse as far as novels go, and a lot of things go unspoken but are clearly set-ups for future stories in the Patternist series. Recommended.