The first thing to point out is that is perhaps the most irritating volume of Proust. Or, at least, his narrator is particularly annoying in book five. He has moved in with his lover Albertine in his parent's place in Paris and is now pryingly obsessed with her secret life. Nearly everyone in Proust has a secret life.
We're also now calling the narrator Marcel, after the author. It's not clear that Proust intended to keep that name, although it works well. This is the first (of three) volumes published after his death, and there are still some obvious errors to be fixed. Characters have a nasty habit of showing up in the books after their deaths have already been discussed. And some of the dialogue scenes seem a bit thin. Proust supposedly had in mind writing a few more volumes, although it's hard to imagine the thing being longer than it is. Another thing to note is just how well it all hangs together as one coherent narrative, which is quite a trick to pull off.
Jealousy seems to be the theme of this volume, and of the work as a whole. Marcel's obsessive, jealous need to uncover Albertine's secret life is a self-fullfilling prophecy: the more convinced he is that she actually has a secret life, the more he drives her away from him into a secret life, and the less he actually knows her. A few critics have complained that Albertine is not a three dimensional character, but of course she isn't. We're hearing about her from her jealous lover who barely knows her- his relationship involves him either being angry about other lovers she might have, or acting like she's his young apprentice or daughter. (Hence he's annoying as hell in this book!) But he never actually knows her. This is revealed in a scene in which she nearly blurts out in anger a graphic sexual act that she'd rather be taking part in than living under his thumb. It's a sudden indication of how wide the gulf is between the character, as we know her through the narrator, and the rest of her life.
As for Marcel, he's annoying, but he's also a very believable character. His obsessive need for Albertine ties back to his relationship with his mother, as described in the first book, and to his strange knowledge of Swann's relationship with Odette, which took place much earlier. Swann, of course, was just as jealous and obsessive about Odette, until he basically got over it, and then they married. It is, perhaps, possible that Proust's theme isn't jealousy at all; Odette really was cheating on Swann with numerous men, and he's basically a cuckold during their marriage. Similarly, Albertine is sort of chaste, except we'll find out in book six that Marcel's fears about her sleeping with other women are, for the most part, true. If Proust's male characters tend to be paranoid and jealous, his women aren't really geared towards monogamy anyway.
If Gomorrah is a subtext, so is Sodom. The Baron de Charlus is a major character in this book, and in my opinion is one of Proust's great creations. Andre Gide complained, famously, that there was a risk in writing such an unlikeable gay character in that era. However, Charlus, while catty, snide, kinky, and prone to childish fits of anger, is easily one of the most interesting figures in the book, and in all of literature. What makes his character so great is how unpredictable he is- in this volume he goes from being very unlikeable, to being exiled, sick, and devoutly Catholic. Somwhere out there is a film of the last book with John Malkovich playing Charlus, a prospect that seems both inspired and a bit nuts.
But, all of Proust's characters are mercurial. The narrator is obsessed with keeping Albertine under lock and key, and so he pushes her away. She'd probably rather be with women, so she clings to him, until she's sick of him. Heartbroken, he tries to leave her so that she will stay. Nobody here is sure of just what they want and their needs change from minute to minute. They are conflicted, and complex, and ultimately, very human. I don't know about the French boast that they've produced a Shakespeare every generation, but I would put Proust in that category.