Here's another way to think about the Oberth Effect. Getting to a higher orbit or an escape trajectory is about getting your energy high enough to climb up the walls of the gravity well. However, rockets operate by changing your velocity. So the goal is to get the most change in energy from the smallest change in velocity, and that happens when you're moving as fast as possible. The fastest part of your trajectory is when you're deepest into the gravity well, so that's where you should make your velocity change in order to get the most change in energy. Another thing I just realized is that when you want to go from a highly elliptical, inclined orbit (such as just after aerocapture) to a circular orbit for rendezvous, it's best to circularize first, then change your inclination. This is because both the ascending and descending nodes are going to be close in for a highly elliptical orbit and so the velocity will be very fast, making plane changes expensive. By circularizing first, you push the nodes further out, making the plane change less expensive.