From your list, The Matrix was easily the most impactful when I first saw it. Especially with the perfect opening, where you're wondering the whole time, 'what the hell am I watching?!'

From my list, The Matrix would still rank high, but it would probably be Mulholland Drive at #1. Other movies are mind-blowing because of plot developments. David Lynch movies are mind-blowing because they play out like fever dreams onscreen. Watching Mulholland Drive for the first time felt like a waking nightmare.