I heartily recommend all of Satoshi Kon's films. You've got Perfect Blue, a disturbing psychological thriller, Millennium Actress, the moving life story of a reclusive actress, the whimsical and light-hearted Tokyo Godfathers (not about mafiosa as the title might suggest, but three homeless people discovering an abandoned baby and struggling to look after it and find its parents), and most recently the mind-bending Paprika, about a psychologist who enters people's dreams. Satoshi Kon's approach to storytelling is clever and fascinating in all of these, and they're all worth watching several times.