If you're looking for 'disturbing', make Takashi Miike your first one-stop shop for blown minds. Some of his more recent works have already been mentioned, such as Visitor Q, Ichi The Killer and Audition.
My personal favourite, though, is Gozu. Click on the spoiler if you need audiovisual proof. Not for the faint of heart or easily confused. The movie is rated [R], so if you're below the age of 17, get your mom or dad or accompanying parent. Oh, and that's one of the more straightforward and least confusing scenes. Enjoy.
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