Some movies you might want to check out, if you haven't seen them already:
Following (same director as memento)
Spirited Away
The Usual Suspects
Seven
Boondock Saints
Akira
Resevoir Dogs
Run Lola Run
American Psycho
Powaqqatsi
Most of these movies are pretty big mind fucks, and they'll definitely have you scratching your head at the end. For added effect, watch them stoned, drunk, or both.
Enjoy!