If you want to skip the use of an itemizing something in a nested list while still maintaining the indentation, you can use \item[] to override the labelling and therefore obtain a label-less \item. The following produces exactly the nesting and labelling you're after:
\documentclass{article}
\usepackage[shortlabels]{enumitem}
\begin{document}
\begin{enumerate}[1)]
\item Level 1
\begin{enumerate}[A)]
\item sublevel A
\begin{enumerate}[i)]
\item sublevel i
\begin{enumerate}[a)]
\item sublevel a
\end{enumerate}
\end{enumerate}
\end{enumerate}
\item Level 1 [here are \textbf{two} skipped sublevel \verb|\item|s]
\begin{enumerate}[A)]
\item[]% Empty item (nesting kept)
\begin{enumerate}[i)]
\item[]% Empty item (nesting kept)
\begin{enumerate}[a)]
\item sublevel a
\item sublevel a
\end{enumerate}
\end{enumerate}
\end{enumerate}
\item Level 1
\begin{enumerate}[A)]
\item sublevel A [here is \textbf{one} skipped sublevel \verb|\item|]
\begin{enumerate}[i)]
\item[]% Empty item (nesting kept)
\begin{enumerate}[a)]
\item sublevel a
\item sublevel a
\end{enumerate}
\end{enumerate}
\item sublevel A
\begin{enumerate}[i)]
\item sublevel i
\begin{enumerate}[a)]
\item sublevel a
\end{enumerate}
\item sublevel i
\end{enumerate}
\end{enumerate}
\end{enumerate}
\end{document}

The biggest thing to maintain the structure is to keep your code using a uniform indentation. That way you can easily see at which level certain items are. Of course, (La)TeX has no concern with this as long as your groups are well-ordered. However, debugging code could be messy if the indentation is lacking.
\item[]. Thank you! – Mihai Terente Aug 10 '11 at 07:49