Donnie Darko. Besides being confusing, it’s just a great story. Plus, it’s remarkably well cast.

If you have the opportunity to watch the deleted scenes, I highly recommend it - especially the one with the dad. His role in the cinematic version is pretty small, but there’s a deleted scene where he has a quiet chat with Donnie, and tells Donnie about his past mental problems. It’s fantastic, and rounds out his character perfectly.