I thought that Amber's one of the best series in fantasy, at least the first five books (which are the ones I've read). The idea of Amber being the real world and everywhere else being shadow, along with the idea of princes of Amber being able to manipulate these shadows was great.
Zelazny showed a couple of real skills in these novels:
In prose
In characterisation.
The prose was never quite as evocative as Peake, or as clever as Calvino's, but it was always very good, and it was incredibly versatile, and it always fit the setting. Whenever the characters were in Amber itself, he'd switch to a more archaic style, and while travelling through shadows he'd have some really descriptive, evocative parts, and in the real world, as shown in the very beginning of Nine Princes in Amber, it's like some of the best mainstream fiction.
His characters seemed to come alive and the plot was character driven. The princes/princesses of Amber were always entertaining to read about, and I haven't seen better characterisation by any author since except for Martin.