Paranoia Agent/Nightmare Fuel

Paranoia Agent is a series from Satoshi Kon. Its premise is a kid on rollerblades skating up to knock you out if life is getting a little bit much for you.
A grade school kid being driven to assault and then insanity by his classmates suspecting him of being Shounen Bat/Li'l Slugger. As he turns insane, his life becomes a technicolour nightmare of floating people with distorted faces, and in the centre of it all is Shounen Bat himself - gliding towards him with his bat held high.
A woman with disassociative identity disorder waking up to recorded messages from her other personality on her cellphone, that become gradually more threatening.
And of course, "Mellow Maromi" - an episode focusing around a production manager who is the only surviving member of his team at an animation studio, who have been picked off by Shounen Bat one by one. Lazy to the point of narcolepsy, he drifts off several times into increasingly nightmarish flashbacks - only to wake up back in his car, plagued with the suspicion that Shounen Bat is right behind him.
- Made worse by the fact, of course, he is. At one point during a car scene, Shounen Bat can be seen skating leisurely along in the rear view mirror - with no fanfare calling his appearance whatsoever.
  - Then the theme song starts blaring out of the radio and...
- How about the producer in that episode. He seems like a stern yet reasonable fellow at first but then the attacks happen and you can see the stress building up. By the time the animation is finish, the editor is slumped dead on the computer console. But the producer just happyily grabs the tape from his hand, content that its finished. Oooookay.
That goddamn Otaku...
- His dolls, too, even if they were helping "Radar Man".
"Call me Daddy".
Some of the stories made up by the Gossipy Hens are pretty freaky to watch, particularly the stressed-out student who suddenly vomits all of his knowledge onto the floor in a wave of black text. Then, at the end of the episode, the newbie gossiper comes home to find Lil' Slugger has nearly killed her husband, and she just starts shaking him while demanding in a psychotic tone of voice that he give her all the details.
After he nearly succumbs to Talking the Monster to Death, Lil' Slugger turns into a hulking monster with jagged teeth and blank white eyes, and begins chasing Sagi down. At one point his arm is attacked, showing the bat to literally be a part of him, and then it grows back.
The end of the credits sequence with everyone lying unconscious? dead? around a giant Maromi always freaks me out.
- The ending? Try the opening! That happy go lucky music accompanied by the image of the laughing characters in various background. If your not disturbed by then, this show pretty much gives you a taste of what your in for.