Higurashi
(1) Higurashi no Naku Koro ni
(2) Higurashi no Naku Koro ni Kai
Thats all you need to watch from Higurashi.
Its pretty much a good and completed anime adaptation to watch, and they have really good VN source. It's pretty much have lots of illusion going on.
Umineko
Read the manga, skip the anime.
There's lots of illusion and witchery going on. The anime is a bad adaptation, because the VN itself take very long time to read.
It's very complex and dialogue heavy story. But its pretty much gives you good show of Illusions and how lies works. If there's a story that's based upon illusion, Umineko would be top contender.
The VN takes too much time to play, like 200 hours from start to finish of VN, and Anime adaptation is simply incomplete. Many higurashi fan got disapointed when watching umineko anime because they expected quality anime like higurashi, but umineko anime simply didn't deliver (they have good opening and ed tho, the rest of it simply didnt deliver Enough).
Thankfully we have Manga adaptation that's is actually good and offer full complete story with reasonable read time, it's actually a good read and not as ungodly time consuming as VN. Nor it is as disgustingly incomplete as Anime.
Conclusion :
Higurashi S1 and S2 then Umineko manga.
They definitely have lots of illusion going on.
It's like experiencing illusion attack for yourself.
Peopel who underestimate How strong illusion can be should watch higurashi.