Visitor Q (2001)
Directed by Takashi Miike. This is the guy that gave us Ichi the Killer, Audition, and the original Japanese One Missed Call (along with a *ton* of kids content, disturbingly enough). And while I will cheerfully recommend any other movie he's ever done, I won't recommend Visitor Q.
It's well made, well written, well paced, well acted, and I never want to see it again. Anyone who's seen it knows why.