I've only seen Gozu once because I rented it, I remember I was really enjoying it but sort of lost the plot half way through and then was just confused at the end. Not sure whether this is because of the film or because I was just a bit tired and probably not too sober either
Have a feeling the film would grow on me if I saw it again, the American version has lots of interviews and commentaries that the UK version doesn't have so they might help explain what's going on a bit (though Miike doesn't tend to give away a lot of explanations in the other commentaries I've heard by him)