Texnolyze and Hibane are from the same guys who made Lain. Both are just as odd.
Hibane is the most unusual, as they said they essentially did the whole thing with no script, so while it has a lot of interesting bits, the story takes a long time to develop and in the end doesn't make a ton of sense, though I still liked it. The main characters are sort of "Angels" and they live in a city that they can't leave. They are on a sort of "quest" to find out what each of their purposes is.
Texhnolyze is the story of a character who has cybernetic limbs attached and goes a little crazy. He has to discover why this happened to him and he remembers little by little as the story progresses. He joins the Yakuza and fights against a street gang who are fighting for control of the city they are in. Great at the begining but gets really weird at the end kind of like Lain. This one was a bit disappointing at the end to me as I felt it left too much unresolved.
Paranoia Agent is just flat out weird. Hard to explain; basically "evil" people are attacked by their fears, aka paranoia (as an "agent", a kid on roller blades with a bat). I haven't seen all of them, but what I have seen was good. One of the strangest I've seen so far.
I own the complete sets for most of those series.
Another very cool movie that recently came out is Tekkonkinkreet. It was made by the guys who did a few of the sequences in Animatrix. The story is quite good and the animation looks weird and overly simple at first, but I found the unique style to be a plus in the movie's favor.
