I bought the Massive Attack CD “Mezzanine” after I saw The Matrix solely because I read that Mezzanine “sounded the way the Matrix looked.” Before then, I was all into the Top 40 and music on the radio. Mezzanine blew me away. It took a few listens, but Mezzanine opened the door to non-commerical radio music and things that none of my friends had ever heard of for me.
As far as action movies go, Alien:Resurrection caused me to think more than about any others.
In general, Hieronymous Bosch’s paintings make me remember that everyone asks the same basic questions about life and morals, even if we answer them in different ways.
My eyes got creaked open a bit with my exposure to Pink Floyd, then got jacked open even more probably when I saw American Beauty. Ever since then, I’ve had various incremental “advances”, but few as huge in terms of power as those two influences.
I would assume you would have by now checked out Massive Attack’s other work?
If not, you won’t be disappointed if you do.
Another artist who you may like based on what you’ve said is Lamb, and as luck would have it, they’ve recently released a best of. 
Before I even looked at OP I knew my answer to this question.
My largest eye opener was Bluebeard by Kurt Vonnegut. Followed quickly by every Vonnegut work available, Hocus Pocus wasn’t yet written.
A smaller eye opener from my younger days that actually got me to be an avid reader was Have Spacesuit will Travel by Robert Heinlein
That’s actually very very high on my reading list. Amaryllis Night and Day made a huge impression on me.
In film it would be Caro Diario (Dear Diary).
Music wise I would not be living where I was living if it wasn’t for Irish traditional music. My life would be so different without it that I cannot even imagine it.
Tapestry is also one of my favourite episodes. It had everything - Q, humor, action, and a “message”. I’d list that as life changing for me as well, if only I could remember the episode in crucial moments.
I could probably write the world’s longest post, but I won’t. Just a few highlights.
The early works of Mike Oldfield, especially ‘Ommadawn’, turned me on to playing the guitar and multi-tracking and the ‘one man orchestra’ approach to music. Oldfield was, in effect, my guitar teacher, and to this day I still derive great pleasure from my playing my guitar.
‘The Magic Of Uri Geller’ by James Randi literally changed my life, and encouraged me to discover the field of mentalism (mind-reading kind of magic) which is now a large part of how I earn a living. Another of his books, ‘Flim Flam’, is still (IMHO) the best, most gripping and funny and revelatory expose of the whole psychic circus, and a great antidote to pseduo-scientific thinking.
Bach, Jimi Hendrix, Jerome K Jerome, Joseph Heller, Escher, Edward Hopper, Richard Bach, Martin Gardner… they’ve all changed my world and my life for the better at different times.
This is really hard for me to describe, but my eyes were opened the first time I heard the Appetite for Destruction album by Guns and Roses. I was in 6th grade, and a friend of mine lent me the tape to listen to. I had never really heard music that interested me before that, I usually just half-listened to whatever my parents were playing (Carpenters, Air Supply, etc). That album blew me away, and showed me that there was interesting music out there. I’ve since drifted away from that style of music, but I still listen to some GnR when I need a kick in the ass.
Another musician who changed my perspective is Tom Waits. Really showed me that music doesn’t have to fit a nice, pre-packaged formula.
Art & Lies by Jeanette Winterson and Leaves of Grass by Walt Whitman. Just the sheer firkin beauty of the written word, the spoken word, the true word. Winterson made me say, “There are books like this?” and Whitman, “Why didn’t anyone give me this earlier?”
Mark Rothko. Just drove home an emotional, tragic point about abstraction. Looking at one of his luminous paintings is like experiencing a symphony in your eyeballs and your gut.
I’m with Cat Jones in post #16, it’s no one book but several seperate ideas that have stuck with me, and shaped the way I think.
In Jame’s Michener’s book Hawaii, Tahitians in exile sail to the island chain that become Hawaii. Partway through the voyage they see the North Star for the first time, and one character, Teroro, is trying to figure out the implications of a fixed star. After working it out that, once you see the star you can figure your latitude, the narrative says of Teroro “He could look at the evidence planted in the universe and from it derive a new concept, and a greater thing than this no mind can accomplish.” That concept of genius stuck with me, the ability to figure things out.
In one of Robert Heinlein’s juvenile, Tunnel in the Sky a group of young people are preparing to take an extremely rigourous survival test. One young man whines to the instructor about the test conditions, saying they aren’t fair, and the instructor fails him on the spot, saying "Anyone who expects life to be fair isn’t ready for this test." I was in junior high when I read that and realized how right the instructor was. We can legislate “fairness” and “equality” and so on all we want, but real life doesn’t care.
And then there’s the eighth chaper of Romans, especially the last verses. Hatemongers like Fred Phelps would do well to take it to heart. It says nothing can separate us from the love of God. After reading that, how can anyone say that anything inborn in a human being, like orientation, race, gender, etc., makes them less acceptable to God?