I was thinking of mentioning Roadmarks. It is a fascinating book that bounces between two main characters and moves back and forth in time, which makes sense since the story revolves around a road that traverses time itself. One can get on the highway at one ramp and take an exit to a different time period.
I particularly like that it starts with a chapter labeled Two, followed by a chapter labeled One, followed by another Two. It just goes back and forth between One and Two. It took me a while to realize that the chapter headers were really referencing the timeline they followed and thus which of the two main characters were involved in that chapter. I would say more but I don't want to spoil it for anyone who chooses to read it.
While I loved the Amber books, the Corwin ones anyway, Roadmarks in one of my favorite Zelazny books behind only Lord of Light.
Btw, did you know that Roger Zelazny and George R. R. Martin were very close friends? Martin has even tried to get a Roadmarks series developed on HBO? In other Zelazny news, Stephen Colbert has been trying to get a Chroncles of Amber series made. Sadly, both of these stories are years old and nothing seems to be coming of them.