What was ingenious as far as storytelling goes was the novel-within-a-novel.
I think we are all familiar with The Grasshopper Lies Heavy.
What struck me upon my second read-through was how well it pokes fun at (modern) alternate history and one's tendency to overestimate the likelihood of events going a certain way.
There is a great part in the book where one of the characters dismisses the novel as implausible, as in his mind Rommel was unbeatable in the North African campaign and the Axis were destined to win.
The novel of course details a world wherein the Allies won WWII, postulating that FDR survived his assassination attempt and explores how a FDR presidency would be in the 1930's Great Depression U.S.
The novel-within-a-novel approach is filled with subtleties. Not to mention the rest of the novel (the real one)
A character dismisses the New Deal, claiming that it wouldn't have alleviated the effects of the Great Depression in time for WWII.
FDR only serves two terms, with Rexford Tugwell becoming president in 1940 and having effectively won WWII under his administration.
Other nice yet subtle details include completely discounting the USSR (in the grasshopper lies heavy) in the post-war world's makeup, with the British Empire apparently controlling the oil fields at Baku. Furthermore, the only reason the Soviets won at Stalingrad in the grasshopper lies heavy was due to a linkup with British forces from north Africa whom had arrived in the Caucasus. In other words, the Soviets weren't capable of holding their own without outside help according the book's fictional author.
In all it's a great book (the man in the high castle, I mean) and is worth a re-read.
Very well-written, and very dark. (due to the total Axis victory)
I'm also starting Harry Turtledove's World War series. I like it so far, and as far as modern alternate history goes it's pretty good as well.