An In-Depth Site has all the features of a regular site but for some reason requires some level of custom coding.

Maybe a plug-in or widget does 80% of what you want it to and we have to figure out how to get as close as we can to 100%.
Maybe the layout of the template or theme is good but we have to create some template pages from scratch.
Maybe you want to have photo galleries with many hundreds of pictures that all need to be prepared and inserted.
These are situations which require a high level of labor intensive dedication.
We love doing these types of sites, but due to their nature they are a bit more expensive.

The other common example of this type of site would be any e-commerce. E-commerce is a very complicated feature that requires several moving parts.
Payment gateway, transaction security, extensive database, many many custom images, etc.
None of this causes us worry.