Hi scullyx101. Have you considered nipping across the border and visiting Quebec? Although it's culturally different to France and linguistically their French is slightly different, it will give you a little bit of exposure to the idea of being linguistically isolated. Making the move to another country is a big decision, and this might help prevent some of the culture shock.
Can I also ask what you plan to do there? If you are looking to study over there an exchange program could be a good idea. They usually provide support for visiting students in doing basic things (setting up a bank account, finding housing, assisting with courses, etc). If you are looking to work, can you do it via a SWAP program? This also should provide help with basic settup, finding employment and ensuring your visa application is appropriate.
You should also consider taking a French immersion course. I understand that the French government, in an effort to promote and preserve the French language, offer small stipends to anyone taking an in-country French immersion program over 2 months or longer. I don't know any more about this program, unfortunately. A friend of mine did it 2 years ago, though, so it may be worth looking into it. It will help you meet people and I believe they also help with housing. Perhaps try calling your French consulate.
Good luck!
PS: Another movie along the lines of your taste might be Le Divorce. You should also look at some French films (ie: produced in France without foreign input) which will likely give you a more rounded view of the country.