Nick, the Germans made some great toys, but most of them were never implemented properly.
The ME-262 sounds great as "the first jet fighter", but in fact it was only a slight improvement in performance over its exact fighter-bomber counterpart, the De Havilland Mosquito, which had devastated the German nightfighters over the previous two years as the most capable fighter aircraft of the mid-war years. The ME-262 only came into service late in the war, too late to be of any practical use.
The V-2 rocket was also of questionable use. Just being able to put the things in the air was a major technical achievement, but their accuracy was such that about all the Germans could guarantee was to hit England, or with the later versions London. Hitting any particular target was never an option. The only reason they were of any use was because the RAF had made sending bombers over Britain a losing bet - with a V-2, you didn't need to risk any people. But their payload was minimal compared to a bomber and only random chance would let them damage something strategically important, compared to the RAF raids in which squadrons of bombers went out to attack a particular militarily-significant target.
And for an atomic bomb, the Germans may have only been a few months off the necessary technical ability, but they were miles off the ability to actually build one. To make an atomic bomb, you need the necessary radio-isotopes, and the Allied raid on Peenemunde destroyed any possibility of the Germans acquiring fissionable material.
The German invention of Blitzkrieg tactics was certainly what got them to France in 1940. The French and British had prepared to fight in a WWI-style, forgetting that it was the British who'd first shown in WWI how tanks can devastate a defensive line, and how aircraft changed the nature of WWI. The problem with Blitzkrieg is that it only works if you can drive your opponents back. Had the Germans won air superiority in 1940, Operation Sealion would have swept over the Channel and the war would have been over - even with the British navy being better than the German equivalents, air power would have got the Germans across the Channel, and the BEF had left so much equipment at Dunkirk that there wouldn't have been anything to defend with. The Battle of Britain stopped that in its tracks though, because it was the first time that Blitzkrieg had met an opponent with significant air defences.