I loved the Baroque Cycle, although it takes a bit of patience to get into it. Anathem is also wonderful and equally challenging.
If you want stuff as layered as Stephenson, my suggestions are:
Gene Wolfe's series "The Urth of the New Sun"
Umberto Eco "The Name of the Rose"
Charles Palliser's "Quincunx" -- absolutely stunning, this one. Highly, highly rewarding.
Paul Park's "Soldiers of Paradise" -- available in all formats from fictionwise, though long out of print otherwise.
Michael Chabon's "The Yiddish Policemen's Union"