Jim Vowles of the Otakorp Board of Directors for the Otakon convention confirmed Kon's death with MADHOUSE studio founder Masao Maruyama. Maruyama first mentioned about the death of a director through his Twitter account, but didn't say who it was.
I saw Perfect Blue when I was in college and it creeped me out. Tokyo Godfathers was the next movie of his that I saw, and has been so far my favorite. I even did a small review of it. Paprika and Millenium Actress are also both great movies that you mustn't miss.
Rest in peace.
Anime News Network
Fear.net (also photo source)