I've seen the following theorem proved several times in several different ways:
Let $a, b$ be relatively prime. There are infinitely many prime numbers in the sequence $a,a+b,a+2b, ...$
The most difficult part of the argument comes down to showing that if $\chi$ is a nontrivial Dirichlet character, then $L(s,\chi)$ does not vanish at $s = 1$.
I have understood the individual details of the arguments. But I have never felt like I really understand why the result is true.
Suppose you temporarily forgot what you knew about $L$-functions, Dirichlet density, Fourier analysis etc. You know basic number theory and complex analysis. How would you go about thinking about this problem in such a way as to naturally arrive at the result? If necessary, you can rediscover L-functions as part of the process, but please justify your discovery with intuition.
I don't know if this is what you're looking for, but I wager you'll find it interesting anyway. Consider the statements:
While the statement WD might look a lot weaker at first glance, we have the very elementary
So, modulo this elementary argument, it's just as hard to prove that there are infinitely many primes $p \equiv a \pmod m$ for any $(a,m)=1$ than it is to prove that there is always at least one such prime.
Is it easier to believe WD than SD? Personally I don't think so - what's left to believe anyways once you've internalised Dirichlet's proof?