My problem with vanilla sky is that they throw the ending at you, there is a tiny, allusion to what is really going on at the beginning. But you really can't quite guess what is going on until the very end. So you are left in confusion and its a very frustrating ride until the end.
I liked the movie I just wish it had been set up more like sixth sense, where there were many clues and hints as to what was really going on, like a mystery novel.