The thing that strikes me the most about Fellini
Is his beautiful way of setting things up early in the movie, that turns out to be a moment of great significance later in the movie:
Vitteloni: Moraldo talking at night with the young railroad employee, turns out to be the event that triggered Moraldo to escape from the small world he lived in.
La Dolce Vita: The young blonde girl whom Marcello is talking to somewhere in the middle of the film, is later an instrument to place Marcello in front of a huge choice at the beach. Although Marcello himself might not understand the significance of that event, we know that it is, very roughly said, a choice of living a good life or a bad life.
I know this "setup/pay off" thing is a common toole, but the way Fellini uses it is magnificent, and really subtle.
What about Fellini does it for you?