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Alright, that said, Perfect Blue was really good and I would absolutely watch it again and recommend it to anyway who can watch anime (not everybody can deal with animation as an adult medium and not every animation fan gels with anime). I'd certainly be open to watching more films like it and I'd love to have seen a well-done live-action adaptation of this.
I really like Perfect Blue but it definitely has it's issues. If you haven't seen any of Satoshi Kon's other films definitely check them out as he just gets better and better. Paprika and Millennium Actress don't have the horror elements but are just as reality blurring, utterly gorgeous and for me stick their landings better. Tokyo Godfathers is more grounded but no less amazing. Also as Takoma already pointed out the TV series he did Paranoia Agent is also very good.