When I first saw Mulholland Dr it was in the cinema and the combination of tracking shots and the ominous soundtrack and that shock behind the diner, made it a tremendously unsettling experience. I was often literally too scared to watch it in case I was freaked out again. Years later, watching it on DVD in the comfort of my own home and knowing there was nothing as scary as that shock, I thoroughly enjoyed watching it. Halfway through I was saying to myself "how come I didn't understand this before?" and then the blue box appeared... There are plenty of interpretations on the Internet and I'm sure they are all valid, however, all I have to add is that Naomi Watts is extraordinary as Betty/Diane. The scene when she auditions in a packed office is jaw dropping.