I definitely recommend "Dark City"
Its very dark, dystopian, and intriguing, and has many cyberpunk elements that come in more and more as the movie goes on.
It came out about the same time as the matrix, and had a similar "reality is not what you think it is" vibe, but sadly didn't become as popular.
It was directed by Alex Proyas, who also directed "The Crow", and several other movies with dystopian/fantasy/scifi themes.
Its got an interesting cast too: Rufus Sewell, Keifer Sutherland, Jennifer Connelly, William Hurt, and others incluing Richard O'Brien (who played Riff Raff in the Rocky Horror Picture Show, definitely playing a completely different character in this movie).