Any works by TATSUMI Yoshihiro. Also have a look into the four TSUGE Yoshiharu short stories available online.

well maybe I missunderstand becuse my bad English but i would say
Mirai Nikki one of my Favorit Psychological Manga or
Deadman Wonderland

For the sane people I am insane,for me the sane people are insane!

I normally leave loong recommendation posts, but right now all other series are being drowned out in my mind by the shouts of Lain!! going through it. Honestly, why has no one said that one yet? Oh yeah, it's an anime, that's why. Although there is one official little one-shot of it, came with the artbook, though you could probably find it on the net somewhere. Full title is Serial Experiments Lain, I highly recommend it.

Alive! mayhaps... Also Homunculus would be really good... and I second Parasyte and Historie.

Does the walker choose the path, or the path the walker?