It has all been said before, but here my 2 cents:
- A German nuclear bomb would have been possible hadn't science been limited to whatever gives militarily useful results within 6 months. It might be a very crude bomb (like a Chernobyl type reactor blowing up, the Germans did build a nuclear reactor during wwii IOTL), and the bomb may be difficult to transport (a very big suicide plane might be needed), but it would be enough to force Russia and GB out of the war by 1945, and to make the US not use their bombs immediately, to avoid nuclear retaliation. If Germany had been second to invent the bomb, they might even have a big propaganda advantage when they can say that they removed London and Moscow as a retaliation for loosing Berlin and Hamburg - but that would need prolonging the war at another instance first.
- Lots of mistakes have been made by all sides during the war. Some of the German ones were unavoidable due to lack of hindsight, some were unavoidable due to fascist mentality, and others are just likely to happen at a certain rate. Removing all errors from one side would imo need removing them on the other side, too, which would mean the production capacities decide who wins, which in that case would not change the results.
- The biggest change would be a Nazi party advocating militarism, revanchism, and a moderate form of fascism, but no religious intolerance (I don't consider the Holocaust racism, as there simply is no Jewish race). Pretty much like Italian fascism. That would give Germany about 10 to 15 million more people, of which lots would be useful as soldiers, scientists, engineers, officers, businessmen, political heads, and so on. It would also avoid the Allies getting half of these people, among them a weird looking scientist writing a letter to the American President about some science fiction bomb. And it would allow Germany to recruit millions of people in occupied territories, instead of just hundreds of thousands. The war against Russia might be won by 1943 or earlier with all the additional man power, which in turn would free the soldiers necessary to repulse Allied landings in the Med and avoid D-Day. It would also be easier to use all the conquered ressources - expect military production to rise much more than IOTL, at much higher technology and quality standards.
- Getting Spain to join the fascists would also help a lot. The Germans actually tried, but very half-heartedly (probably due to their superiority-believe). With Spain joining the Axis, Gibraltar would quickly fall. The Gibraltar straits would become nearly unpassable for British ships. Supply in North Africa would be much more difficult for Britain and much easier for Germany/Italy/Spain. The Germans could safely ignore Italian problems in Greece, while going for Russia without all the costly delays. Without a few other changes, that would cause the first nuclear bombs to be dropped on Germany, though, which would mean the war in Europe lasts only slightly longer than IOTL.
- Not declaring war on the US would be the most obvious and simple change. I suppose Germany could have handled Britain and Russia, but not Britain, Russia, and the US. If additionally the war against Russia had been delayed another year, and the spared effort had been put into conquering more and more parts of the British Empire (North Africa, Middle East, Med, and so on) instead, Britain would have been reduced to a minor annoyance, there might have been possibilities to make Russia join (they'd probably have liked to get Persia again, besides other places in Asia), and there would have been enough oil imported from Russia until oil from the Mideast is available.