I rarely write reviews; I'm just not good with describing things. But having just finished watching this anime and reading these reviews that are all over the place, I figure I could clear a few things up. Don't worry, no spoilers. First of all, this anime is not creepy. This is not a Shiki: Part 1 (Limited Edition Blu-ray/DVD Combo) or Satoshi Kon's Paranoia Agent: Complete Collection (or Boogiepop Phantom), nor does it really aim to be a mind-bend like Serial Experiments Lain - Boxed Set. There are some anime that will confuse you and maintain that general atmospheric vibe -- if you are into that sort of thing, then Chaos;Head probably isn't it. Let's be clear: I wouldn't even consider this to be in the same genre as the aforementioned anime. If anything, this should be compared to its successor Steins;Gate: Complete Series: Part One (Limited Edition Blu-ray/DVD Combo), or even C: Control - The Money & Soul of Possibility [Blu-ray]. It's more of a sci-fi with psychological thriller elements, than a psychological thriller with sci-fi elements.
What Chaos;Head is: an anime that's based on a visual novel. If you're unfamiliar with the concept of visual novels, they are like novels, except they usually have text over graphics and some music composition in the form of software. They have limited interaction, sort of like an extremely linear text-based role-playing game. Sometimes there will be choices you make at key points of a story. One popular concept in visual novels is that, as the main character, you play through the same world multiple times, and with each play-through, as you gather more information about the world, your character makes better decisions, leading up to the "true" ending. (for an example, see 999 on Nintendo DS)
So as you can see, when adapting visual novels into anime, the producers will have to either choose one ending that they want to capitalize on, or somehow cycle through all the endings, with the main character eventually gaining some power that transcends an individual world; because the main character must have the unique ability to remember events that occurred in previous play-throughs. Visual novels usually start out with Question Arcs to build up a mystery, but end with Answer Arcs to explain everything.
The nature of being a visual novel makes Chaos;Head differ from true mind-bending anime in that, as the story progresses, the questions will be explained in various ways, usually involving some psycho-(or techno-) babble, and ending with the main character as the only person that could change the world. Cliched, yes. But that's how visual novels go.
Chaos;Head, the anime, only goes through the story once. The main character is seemingly paranoid schizophrenic, but does (eventually) develop; in fact, his schizophrenia will play an important role in the plot. Enjoy his psychological breakdown in the first episodes, but later on in the series, you might want to slow down and digest what some of the other characters are rambling about. Several key conversations are essential to understanding the plot, even if they seem ridiculous at first.
I must admit, for those of you that are on the fence of whether to get this or not, the sophomoric effort of 5pb/Nitro+ (the authors of the visual novel), Steins;Gate, is a much better anime, not the least because it is twice as long, lending to a more developed plot -- Steins;Gate I consider to be a masterpiece, one of my favorite sci-fi anime. I didn't watch Chaos;Head until after I watched Steins;Gate, and although it's convoluted and a bit more cliche and less imaginative, the personality of the 2 anime are very similar. If you are pessimistic, watch Steins;Gate first, and then decide if you would like more from the same authors.
I recommend this anime to those who like to think a bit more than the average person (perhaps you weren't confused when you watched Inception or Donny Darko); it starts off mysterious but ends more or less shounen in the last couple episodes. I feel the shounen aspect is like a darker, more raw, more complicated, more sci-fi oriented version of Star Driver in that the powers that the characters develop have the ability to change the universe as we know it (and of course the final antagonist wants to play God). This is not a spoiler because it's pretty common in anime; par for the course.