Perfect Blue is definately a mind-fck. I can't watch it around certain people, cause there's some boobies and some pretty shocking twisted stuff in there. >.>
I *Love* spirited away, definately my favorite Miyazaki. It has this great 'Alice in Wonderland' feeling to it, like a child actually could've thought it up, very imaginative.
Samarai X / Rurouni Kenshin is good too, not the whole damn series, which is like, twenty some dvds and is probably a bit too much for a taste of it, but if you can find the box set of the OVA's to watch, the first two discs are amazing (so is the last, but it takes place after the TV series, which is different from the OVA in budget/story/and animation style).
Something else I'd suggest is Grave of the Fireflies...the collector's dvd version is worth every penny for me to show people unfamiliar with anime Roger Ebert's interview about it. Really goes into some of the elements of why it's one of his favorite movies. BUT, beware, it's really sad, and it makes me cry, so I don't watch it more then once a year...
If you can't find any of these at a blockbuster or other video store I'd be suprised. Maybe not the Samarai X so much, but Miyazaki movies and Grave of the Fireflies you should definately be able to find at a Best Buy/Wal-mart also for around $20 bucks.