I wholeheartedly recommend the other suggestions. They are great movies that meet the criteria to a tee. Funnily enough, I just mentioned my suggestion in another comment. Mulholland Drive is a movie that takes at least two but maybe even more times to understand (or think your understand). It's a strange, cerebral film that really makes you think about what you're watching and how it's telling its story. It's David Lynch so it's pretty weird, but I really enjoyed it. There are theories and hints you can find on the Internet to learn the popular understanding of the movie, and figuring out what it means really opens it up in my opinion. Upsteam Color might take a couple watches also cause it's a bit abstract with the details of its plot. I need to watch it again. But it's Primer director Shane Carruth's latest film. Wouldn't say it's as complicated as Primer is though.
I like your taste in film dude, I vote Mulholland.
A lot of Lynch films fit the bill, IMO. Mulholland Drive is an excellent choice, and gets my vote (mostly because I'd love to get Hubski's take on it)