I have voted for ${\mathbb N}$; but let me nevertheless propose an object living in the analytical realm, namely the Schwartz space ${\cal S}$ of infinitely differentiable functions $f:{\mathbb R}\to{\mathbb C}$ that for $|x|\to\infty$ go to zero faster than any power $1/|x|^n$. The "intricateness" of this space comes from the many operations you can perform in it and from the fact that these operations are intertwined with each other in miraculous ways.
Christian Blatter
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