I heartily recommends the animated movie
Mind Game, one of the best experimental animation to come out of Japan in a while. It was...brilliant. I'm not going to bother to try and explain what is essentially postmodernism in animated form, but I sincerely doubt you'll be disappointed. The creator is also directing a current series called
Kaiba, which I haven't watched yet but the comments from its viewers show that it deals
very heavily with existentialism, philosophy, psychology, and sociology. So yeah.
Extra points for the Mind Game movie for being totally cool and reference Zidane and Figo, master sportsmen of the
real Football these barbaric Americans I'm surrounded with insist on calling "soccer."
Your list is also missing
Ghost Hound, so there you go:
It's Shirow Masamune and I.G.'s foray into some seriously complex psychological story. I shan't spoil the plot but the 13 episodes I've watched so far are brilliant stuff; the mood, the plot, the pacing, the characters, even the cute crush between moe-boy Tarou and Miyako -- they're all perfect. I hear it ends in a rush, though, sadly enough.
Oh, and seconding everything
Satoshi Kon. He is the Japanese master of psychological stories. Paprika is one of the best animated movies made in recent years, if not *the* best (certain types of fans, labeled differently from elitists to sophisticated animation fans, were clamoring some time ago on the "injustice" of it not getting a chance to compete for Oscar...); Paranoia Agent was a masterful thriller/psychological piece that even got shown on Adult Swim; and even his light-hearted movie Tokyo Godfathers was intelligent.