Well...

[Xenoproctologist]

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Hmm... I've only seen the first couple of episodes, but I think that watching it all straight would be even wors than the evening Bob, Peg and myself watched NGE: Death & Rebirth and RGU: The Movie back-to-back (with dinner in between)...

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You bet your ass, it's worse.
NGE: D&R can be taken fairly literally. The only part that really needs any work is the rather-clearly-defined and heavy-handed "here, analyse this" bit at the end.
The RGU movie can be taken in fairly easily, so long as one accepts that it's a convoluted metaphor for Hot Lesbian Sex. It can then be picked apart in more depth at one's leisure.
The Lain marathon, on the other hand...well, mindfucks don't get much better than that without chemical enhancement. There's not much you can do except watch it and let it percolate for 24 hours or so.