No need to reiterate my skepticism related to the historicity of the Purim story; readers are referred to the posts 10000 Talents of Silver and
The Ahistorical Nature of Megillat Esther. These touch on only a few of the many problems with the accuracy of such a story; the interested reader is referred to the considerable body of scholarly literature available on both the web and in print (one of my favorites is Michael V. Fox's Character and Ideology in the Book of Esther.)
But historical skepticism doesn't imply that there is no value to the telling of the story. Nor does it matter whether its multi-layered intricacy was intentional or primarily the product of later interpreters. The author(s) of Megillat Esther has (have) woven together a fascinating saga with a timeless message for the Jewish people.
I recently listened to a wonderful lecture by Rabbi David Forhman available on YUTorah: The Queen You Thought You Knew: The Hidden Heroism of Esther. Forhman begins by elaborating nine bothersome problems regarding the Megillah (it's too long - the climax seems to occur in chapter 7 yet it goes on for three more long chapters; Esther's puzzling strategy; emphasis on the grandeur of Mordechai; why does Haman point out that the Jews are scattered; why does the king want to display Vashti; etc.) and then weaves together a very compelling narrative that neatly answers all of the problems. (Much of it relies on the complex political interplay of the characters; see also the post My Last Words on Purim). The lecture is a pleasure to listen to and has my highest recommendation; if you have an hour to spare, please check it out before Purim - I guarantee that you will gain a new appreciation for the Megillah reading. Even if you are a skeptic like yours truly!