Legions in Time, by Michael Swanwick

Legions in Time was nominated for a Hugo in 2004.  It's a delightfully twisty time travel story.  Swanwick is one of the best writers of ideas, stories that show you something interesting and new.  Describing the particular paradoxes in this story would give it away, but we do have the basics of a plucky heroine and a very odd, alien seeming being of power.  One of the basics of time travel is that one ends up doubling back on oneself, and like a nasty collateralized debt obligation derivative, there's no limit on the doubling.  How the author handles this is key to time travel storytelling.  Read this one to get an entertaining read followed by a nice surprise ending.  I give it three stars.