I'm a big Zelazny fan, and books like Jack of Shadows are the reason why. It's not a perfect book - there are pretty big plot holes here and there, and quite a lot of vagueness - but Zelazny's poetic style and cozy characters are such that it really doesn't matter. You're along for the ride, and it's satisfying despite the structural weaknesses.
There are definite similarities to Amber, Lord of Light, and most clearly Dilvish - not just in technique, but in material and character. It's more fun to read this first, as I originally did, but it's a good read regardless.
Zelazny has a skill at using what should be stiff, stilted poetic language, and make it sound casual and comfortable, like a conversation with an old friend. Jack's character flaws are both evident, and barely sketched in, but he's likeable and engaging nonetheless. That's really the key to the novel. The science fantasy backdrop is clever and interesting, but it's Jack and his monomania - also sketched in - that keeps us going. Zelazny doesn't end the novel so much as let it peter out, but it's satisfying nonetheless, thanks to the personality he brings to life.