Oooh I love this type of films. I have my favourites (not in any order) and they are fight club, usual suspects, shutter island, the prestige, sixth sense, primal fear, citizen kane, se7en, the game, memento, and perhaps a newer contender called predestination. I have more but can't remember right now.
I like Nolan's films, but I feel like they hold your hand a little bit and give you an intelligence instruction manual.
Blade Runner or 2001: A space odyssey.
Either the Matrix or Donnie Darko (they aren't the best of the 'clever' films, but I understood them if that makes sense?)
ALSO; the original Total Recall
The usual suspects or shutter island though I saw the latter 5 years ago so don't remember much but remember about the big plot twist.
Trance by Danny Boyle followed by The Usual Suspects
The Departed, the Illusionist. Haven't watch them in ages, might watch one tonight