Sci-Fi - C. J. Cherryh's Alliance-Union universe is fascinating --- _Downbelow Station_ is an amazing book and well worth reading (Hugo Winner if I recall correctly). The other books in the series are interesting in their own right, though many have markedly different characters and points of conflict.
Fantasy - Roger Zelazny's Amber Books are interesting and may hold up your idea of a multi-leveled plot (or not).
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