Ah, I really loved that one, too. I started Lain, but I don't know. It's a little too confusing for my tastes. I know what's going on, it just jumps around a lot. I think it should have started out relatively normal and gotten progressively weirder. But I do love all that stuff about subjective reality and collective consciousness and all that.
Oh, I also watched the first episode of Time of Eve, which is by the same people who did Pale Cacoon. It was really good. The animation and music were excellent, and the story was very interesting. It's a little like Chobits, only better and more maturely handled. Oh, and I watched one of their other works, Aquatic Language. It was odd. I picked up on some things, but I couldn't quite put them all together. Also still watching Mahou Shojo Tai Arusu. It continues to be strange.