Taking the risk of repeating a lot of what was suggested here are some of my favorites:
- CUBE
have it on dvd
- Cypher (underrated and a bit "vulgar" but was quite impressed with it)
never heard of it, i'll check it out
- Memento
have it on dvd
- Trainspotting (not mind fuck per se but think it does fit, great work with the tunes, scenery,theme,characters,etc..)
have it on dvd
- Prozac Nation (orphan but its a nice flick

)
heard of it, sounds interesting
- Matchstick Man
with Nick Cage?
- Eternal Sunshine of Spotless Mind (Jim Carrey fits pretty well into this sort of roles)
Pretty good movie. I love Jim Carrey's roles where he isn't trying to be funny.
- Magnolia
had it on dvd, lent it to a "friend", never got it back.
- Short Cuts
I'll have to look it up
- El Laberinto del fauno
Pan's Labyrinth is amazing!
- Scanners Darkly (trippy!!!)
Very trippy
- Gattaca (very underrated IMHO, I just love this flick)
Agreed. Good movie. Hints of Brave New World.