Great timing, with Twin Peaks season 3 having somewhat recently finished. I haven't watched the first two seasons in ages but Deadly Premonition has definitely infiltrated what I do remember of it. And now there's a direct Naomi Watts connection too!
I was gonna post something about this original version being inferior to the later PS3 release because of the rotating map/GPS when you're driving, but nah, on second thoughts...
This is the only game where I've printed out a map of the town and used it as an accompaniment, due solely to that crappy non-rotating map, but it added immensely to the enjoyment of it all.
And the main roads of said map are shaped like a dog. Amazing.