Stuff I recommend:

A Clockwork Orange
Jacob’s Ladder
Pi
Requiem for a Dream
Fight Club
Angel Heart
the Perfume
[SAFE]

Anything by director David Cronenberg
Anything by director David Lynch
Anything by script writer Charlie Kaufmann
Anything by author Chuck Palahniuk

please feel free to add (I’m sure i missed some very significant ones)

On my wish list: Flicker by Theodore Roszak.( has anyone read this?)
I know that Darren Aranofsky is supposed to be working on an adaptation of the book but it seems to be in development hell right now.

May I add: Anything by Neil Gaiman.

Palanhuik is amazing. I read Rant two months ago and it’s still haunting me.

Since you include Jacob’s Ladder, you should include the short film An Occurrence At Owl Creek Bridge which was used as a Twilight Zone episode.

The audiobook Fight Club is a free download at NETLIBRARY, and I was considering it as I listen to audiobooks at work. Thanks for the recommendation.

EDIT:  I think you have to be a member of a participating public library for it to be free.  Check with your local library. 

Do you like books and movies that screw with your mind a bit?

Not really.  Far too often the author tries to get too clever and ruins what could otherwise have been a good story.  Instead of the twists supporting the story in a natural way, you have a story that’s cobbled together to justify the twists.  Then you end up with just a bunch of overbearing pretentiousness, and I see more than enough of that in my day-to-day life without seeking it out in my leisure time as well.