A few days ago, I watched Rebels of the Neon God, Tsai Ming-liang's (蔡明亮) beguiling debut feature film. Tsai, who was born in Malaysia in 1957 and has lived in Taiwan since the late 1970s, is now regarded as one of the country's most talented filmmakers.
Rebels of the Neon God was shot in 1992, and the outdoor scenes were flashbacks to the Taipei I experienced when I first arrived in Taiwan. No mass rapid transit system, just crowded buses; messy construction everywhere; grim apartment blocks; everyone smoking; and flotillas of scooters ridden by helmet-less commuters. YouTube clips from the movie can be found here and here.
The only other Tsai movie I've seen is The Wayward Cloud (2005), which didn't do much for me. This trailer (with French subtitles) will give you an idea why it attracted controversy.
This government-sponsored site has a lot of information about Taiwanese cinema.