Comforting to hear that others find his plots complicated and that I'm not in the grip of some awful, age related cognitive impairment !
I found Bad Education especially challenging. I love the film and have watched it four times, I think, but the twists and turns still give me trouble and end in repeated use of the rewind button.. Oddly I found Volver one of his easier, more accessible films, the easiest being Talk To Her.
Penelope is a goddess I'm madly in love with her.