I did a review of Perfect Blue a year or so ago. You can check that out here, but be warned since I pretty much kill the whole movie. If you don't plan on watching it (which you should!) then read it afterwards. If not, check it out. I don't think I did one of Paprika, but if you've seen the recently released film Inception, then you'll enjoy Paprika. From what I'm told of Inception, it has to do with the idea of entering your dreams, something that the Paprika (the novel) did well over a decade ago. Either way, Paprika and Perfect Blue are must see movies for anime and thriller fans.
Rest in peace, my friend. Later!