Texhnolyze is a good choice
I often hear Ergo Proxy and Haibane Renmai mentioned in the same breath.
boogiepop phantom is pretty good
Despera's a pretty good one if you can find it.
I heard the light novel of boogiepop phantom is one of the greatest ever written, and the anime pales in comparison.
If you like more of the "I dont even understand whats going on" part check out Cat Soup.
What did you mean? The anime is dead.
Paranoia Agent comes to mind.