incidents and accidents, hints and allegations

GGKay's books have a lot of cliffhanger type transitions and explicit hiding of information. Although this technique is a little irritating after the 5th book or so ;-) he does provide a coherent picture in the end and I am content to watch the pieces fall into place. Likewise some of Iain Banks' novels. What's the one called where there are two narratives going in opposite time directions? Talk about a risk--I remember getting to the point of giving up when finally things started fitting together and, oh man, the pay off! It was worth it. But those are writers whose chops I know, so I give their works more leeway since I think they can pull it off.

I read _Melusine_ but don't remember much except claustrophobia with the POVs being so centered and narrow that the world building seemed an afterthought.