I think the means of Jesus' conception are truly fascinating! The Holy Spirit is to "come upon [her]" and she is to be "overshadowed" by the Power of God; this reminds of of how the Spirit of God moved over the void and formless womb of creation before the details were filled in, as recounted in Genesis 1 and 2.
I have developed a belief that the conceived Jesus was created within Mary's womb much like Adam was created; this draws upon Paul's similar characterization of Jesus as the second Adam. This approach also helps me with the challenges created by the different belief that Mary was without sin; I struggle with this idea because that would mean that Jesus wasn't the only sinless human, and that seems to dilute His value as the unblemished sacrifice.
The belief I have been working with assumes that Jesus was not formed by the union of sperm and egg, so that Mary was not His biological mother. That helps me understand Matthew 1:25 in the context of the virgin birth; if Joseph abstained from sex until after Jesus was born, Mary would still be a virgin when she delivered Jesus. God created Adam without need for union of sperm and egg - or, at least, that is how Genesis seems to describe the creation process - so He would not need that union to occur for Jesus' conception, either. I think this drives home the importance of the virgin conception to the Christian message, i.e. that God is the source of all creation, that Jesus was/is without sin because His human being was created without the stain of "original sin" and that He was/is the only sinless human.
If there are any Roman Catholics participating in this forum, please know that I am not attacking Roman Catholic beliefs regarding the blessedness of Mary. Scripture assures us that she is blessed among women, having been selected by God to be the woman through whom Jesus was delivered into this world. I just think we need to be careful not to attribute too much to any human who is born via the normal route of conception, and who thus carries the burden of sin inherited from Adam and Eve as described in Scripture.