That's why Memento is a brilliant film and gets better with every viewing. The first time you see it you realize a lot of cool shit happened but you didn't catch most of it. Then every time you watch it afterwords you pick up on more and more details. But you can never quite figure it out because Nolan purposefully left the ending ambiguous (which is actually the middle of the movie, chronologically).
If you thought Memento was hard to follow, then steer clear of a movie called Primer. It's about time travel and has 9 separate timelines to keep track of.. people have mapped it and it's fucked up:
http://deckardpl.files.wordpress.com...r_timeline.jpg