For those of you who enjoy the reading of books I shall append my recommendation to that of the very reliable
shiva_matimbres and strongly suggest that if you have not already done so you obtain a copy of The Raw Shark Texts. It is very good indeed.
I don't even really have a reference point for it- maybe a bit House Of Leaves ( but less reliant on textual tricks ) just a hint of Neverwhere's fascination with the forgotten corners of urban life and a whole lot of ideas that are quite unique in my experience. It manages to walk the very fine line between being clever, telling a compelling story and still packing a powerful emotional kick. I'm still theorising about what actually happened at the end, not because it's not clear, but because there are so many layers to it.