Mistborn: The hero of the ages
Brandon Sanderson likes to open a lot of narrative threads, but he doesn't resolve them. They split, they merge, they get forgotten, they get revived, they get bigger, they do a beautiful ballet dance and they resolve at just the right moment. He doesn't advance the plot, he makes a symphony with a plot orchestra. Of course, every player in the orchestra (every character in the book) is, at worst, very compelling and, at best, Vin.
Every proposition is interesting, most of them are surprising and yet none of them feel out of place. In the end, not only the small clues make sense, but, thematically, it's clear that it could not have been any other way.
Yet, I do have to say that the characterization, the awe and, in general, the magic of the first book can't be topped.
