Here is a few of the show that made me think and are a must watch in my book.
Welcome to the NHK: Made me re-evaluate my life and wonder if my cousin is a shut-in like the main character, this show really hit close to home for me.
Rahxephon: a lesser mind f*** compared to Neon, but good show all together and it actually had a good ending, made me really appreciate neon because neon help me watch anime more closely and really help me watch this series which made me enjoy this show even more.
Gurren Lagann: same old story,
but different take on the story, also instead of going the Naruto route (filler city) or the Gundam route (50's episodes), it cuts the bullsh** out and actually tells the story with out deviating with extra filler or going deeper into the story (it could have been better if it did though, but that is what makes this show unique), has a very good ending which is why I say if you go into watching this show expecting the same old drawn out cliche, you will still see some but it does things on it own which makes the viewer wanting to see what happens next because if you blink, you might miss some thing important.
click to show spoiler
guy wants to escape his destiny, meets a guy who forever changes his life, finds a machine that helps him escape his destiny, in secure about himself, faces a event that changes his life, still insecure about himself and goes into deep depression, finds girl who helps him into believing in himself, becomes a man, loses the girl, finds out that only he and his machine can save her and the world, saves the girl and the world, the end, told you spoiler, but only a spoiler of the type of show it could have been (but I won't share the end, a very good ending which has a twist)
Neon Genisis Evangelion: Like everyone else still makes me scratch my head and say "WTF did I just see and why do I feel so stupid," but I still enjoy watching this show, even the movies, but I can only watch this show maybe once a year or so, still a total mind f*** for me to this day.