Not necessarily among the "deepest" games, but a thinker's game for sure.
-Multiple different approaches to get through the story
-Positioning diverters the right way to set up your next shot, and into combos
-Long combo possibilities (up to 7, I think?)
-Difficult to achieve super jackpots
-Difficult to achieve super vengeance
-Deciding when NOT to light the KHAN letters (keeping the Khan saucer available as a scene start once Khan MB has been completed)
-Working certain features (Vengeance, Mongol) into scenes that require those shots - (ie. starting Vengeance during Farley Claymore, and just nailing ramp shots over and over.)
And as discussed, getting to the Final Battle is hard, but beating it is the real challenge in this game. After almost 3 months of regular play, I still haven't managed to complete it.