Agree about string theory. Despite that is the best explanation we can come at the moment, it is based very much on speculation so it could be entirely wrong.
Quantum mechanics is definitely more counter-intuitive than the special theory of relativity. The double slit experiment is the most strange experiment that has ever happened. And that is only the beginning of quantum mechanics.
I don't know about "the most strange" experiment ever. I recently read about an Israeli research group that got some very curious readings from an interferometer experiment. The article can be found here if you're interested.
The funny thing here is of course that in Fig. 2(B) they get readings from point A, B and C but not from E which the photons have to pass in order to get to point A and B. I haven't read it in detail but it looked quite interesting.