To really get Nabokov, I'm convinced, requires a certain amount of geekiness, or if you prefer, wonkishness. A "good Nabokovian" doesn't just know Nabokov's books; he knows Russian, French, and English and all the masterpieces therein, and he has studied and collected butterflies and hopefully even diagrammed the wing scales of certain rare species. He should be skilled in art and science, and he should probably be employed in both fields. Nietzsche said the last true Christian was Christ, and it may be even truer that the last good Nabokovian was Nabokov -- but in either case, it never stops people from trying.
The reigning VN geek used to be Alfred Appel, whose thorough-going point-by-point The Annotated Lolita I read a few years ago. He has long since been surpassed by Brian Boyd, whose new Ada Online promises to fill in all the nooks and crannies of what is generally regarded as VN's last masterpiece.
Personally, I never really got Ada, and I should probably give it another whack before turning to Boyd. I think it pays to have a good basic personal understanding of a book before you go off into the deep end of annotations and footnotes to the sky; in fact, I've always been of the opinion that Pale Fire, which has to be read many times in several ways, should always be read at least once straight through, if for no other reason than to realize that it holds up that way.