What data structure has fast (O(log n)) insert, lookup, and delete operations?
Meet the Red-black Tree.

Red-black is a self-balancing binary search tree that backs Java's TreeMap and TreeSet data structures, among heaps of other things.
I put off learning it for years, but it's not that complicated:
You get O(log n) for all operations because every path through the tree is guaranteed to have the same number of black nodes.
Image shows a quick example inserting 6 nodes, recoloring and rotating the tree along the way.
Clever!