Here's a link from ANN with more info
I have to admit that Perfect Blue disturbed me greatly the first time I watched it. After that, I had to own a copy. I cried at the end of Millenium Actress, and Tokyo Godfathers was such a wonderful story. When Paprika came out on Blu-Ray, I bought it right away without knowing anything about it. (Apparently Christopher Nolan has aknowledged Paprika as an influence in creating Inception) Paranoia Agent seemed kind of strange to me at first, but I loved the way everything came together at the end.
His final work is as of yet unfinished. He was working on a film roughly titled "Dream Machines." From the sounds of things, it will get finished, and it will get released. Unfortunately, it's the last work of art we'll receive from such a creative individual. :(