Anthony Powell, The Kindly Ones (1962)
Rarely is the question asked: "is it surprising one is always cuckolded by middlebrows?" But the non-appearance of the phrase won't be a problem you'll have with this book, I'll tell you that much!
Actually, I found this one quite engaging. I feel like I always suggest things like that, so you might reasonably doubt me, but it is definitely the most entertaining since the first. This is the one where World War II starts, though not until near the end. The first part concerns Nick's childhood just before the start of the first World War, and the dynamics between the servants in the house. The most important--or, at any rate, memorable new personage we meet is a man going by the name of Dr. Trelawney, a sort of New-Agey guru type--possibly also a cult leader at various intervals, though seemingly a fairly benign one, in spite of a woman supposedly having killed herself over him. He's one of Powell's more overtly comic characters. As the section ends, someone casually notes that this Austrian Archduke has been assassinated. "'There will be some trouble about this,' said the General. . . . 'Bad trouble. . . . They'll have to postpone tomorrow night's State Ball. Not a doubt of it.'" Later on...other stuff happened. It's not that I didn't find it entertaining, but this would be somewhat indigestible if I tried to summarize all of it. Nick's Uncle Giles--a peripatetic fellow whom I doubt I've mentioned but who's been a frequent presence--dies, and Nick has to see to his affairs. His friend Moreland the composer breaks up with his wife. Finally war happens, and Nick is having trouble getting into the army, but at the very end, he seems to have managed it. Will he enjoy his time there? We'll find out!
Seriously, this is very readable, with more understated humor than most. One thing you realize is that the world here feels very, very small. There are hundreds of characters of course, but Nick just happens to know everyone. Whenever he's having a conversation with someone and they mention a third party, it always turns out to be someone he's met. I don't know if that's a flaw, but there it is.
I've gotten my hands on a guidebook to the series, Invitation to the Dance. I find it helpful. There's one negative review that notes, accurately, that a lot of the information about particular cultural artifacts of the time is pretty scanty compared to what you can find online. I agree that this is a weakness, but I would've recommended not including any of that stuff. The real use of the book is just to keep the characters and timeline straight. I don't think there's any comprehensive online database you can use. No Dance to the Music of Time wiki.