This should be in the
Manga Recommendations Thread at the top of the page.
However, I'm seconding
Monster- and following that up with
Pluto and
20th Century Boys. All three series are by Naoki Urasawa, and are good mysteries (Pluto is a bit less mystery than the others, but still). and 20th Cen. Boys definitely has the huge consipracy thing going for it. One of my friends is into the series
Remote,
Liar Game is good if you want less mystery and more mind games,
Doubt (aka Rabbit Doubt) is another fabulous one, as is
Higurashi: When They Cry (I've watched the anime and read the manga for Higurashi. The arcs are different enough, and you get some extra info in the manga arcs, that both are enjoyable experiences). You might also look into the
Kindaichi Case Files,
Future Diary,
Spiral: Bonds of Reasoning,
Shiki,
Alive: The Final Evolution,
Goth.
Some of these are definitely more on the horror/mystery side, some are just on the mystery side. But since you mentioned MPD Psycho, I figured it would be okay to list them.