I say your first stop are the works of Satoshi Kon. Paprika is a nice one. Also, go back a bit and check out Serial Experiments Lain.
I loved it because it hit the same spot for me that The Matrix did. It's about being lost inside modern technology and the internet. I think it fits most with the tone of something like Paranoia Agent.
I might also go with Durarara! Or Baccanno! Which are both by the same person.
These shows are not psychological, but I feel that these shows take the normal conventions of what anime series are about and kind of play with them, make light of them. It plays with breaking down the fourth wall, but the characters stop short of talking directly to the audience. Durarara!
Has a similar internet aspect to it, but it does not revolve completely around the internet.
Most anime is really deep and overly intense. Thats why people love it! Try fullmetal alchemist and deathnote :D.
I cant really gove you an answer,but what I can give you is a way to a solution, that is you have to find the anglde that you relate to or peaks your interest. A good paper is one that people get drawn into because it reaches them ln some way.As for me WW11 to me, I think of the holocaust and the effect it had on the survivors, their families and those who stood by and did nothing until it was too late.