We've all grown up with standard optical illusions -- the Ponzo illusion of converging lines making identical objects appear to be different sizes, that kind of thing.
There's a whole set of colour illusions. First of all there are the ones that show two identically shaded squares (A and B), but one appears white, one black, due to our vision perception "correcting" for shade. Then there are ones that make black and white photographs appear to be in colour, thanks to a persistence of vision effect.
There are aural illusions, such as the ever rising or falling Shepard tone, too.
McGurk effect a few years ago. In this a person speaks a particular simple repetitive sound, and the sound you percieve depends on whether you listen only, watch only, or do both. Weird.
Although these are fun, and weird, I feel I have some kind of handle on how, and why, these happen. I think I can see what's being fooled. But then, via Phil Plait's Bad Astronomy blog, I came across the "Flashed face distortion effect". Watch the video at You Tube. If you look at the individual faces, they look fine. But if you stare at the central cross as the faces flash up, "some faces appear highly deformed, even grotesque. The degree of distortion is greatest for faces that deviate from the others in the set on a particular dimension (eg if a person has a large forehead, it looks particularly large)."
Now this is really weird. Disturbing, even. To me at least, some of these faces appear almost alien -- until looked at directly. I'm seeing stuff that isn't even there!
These illusions with their ever-increasing sophistication demonstrate how much better our understanding of perception and cognition is getting. And this increased understanding is showing how very fallible our perceptions can be. It graphically demonstrates the need for rigour, validation, and repeatability in observations, and just why anecdotal evidence should be so suspect.