If you have enjoyed the Butterfly Effect, Donnie Darko or The Machinist, you will enjoy K-Pax too.
To me, this movie felt really uplifting and yet depressing in the end. Spacey delivers a great performance as Prot. Also, lets not forget the appearance of Saul Williams in the movie, who i am a big fan of.
After watching it, i recommended the movie to lots of my friends, and everyone was pretty much blown away.
But still, it is very underrated, maybe because of the lack of action and explosions. I'm sorry, this is not a movie about blowing things up, it's about how humans behave, and how people live in worlds that don't exist.
Go on, and enjoy.