What series u find to be deep, complex, and mind-bending as well as even confusing?

I wouldn't say that it is confusing, but Death Note's plot is really well written. It's complex and makes you think, it's great :)

I also think Madoka Magica is really deep, unexpectedly so. It plays with your mind and you'll be thinking about it long after you've watched it.

Serial Experiments Lain would fall into that category for me.

Bokurano.

Pandora Hearts !!!!(the mangá is even better)

darker than black

can't say its deep, but complex, mind-bending, and confusing? definitely,

Higurashi When They Cry