I like the idea of a Mobius Strip universe. The 2 dimensional nature of it, go along with the idea of the universe being a hologram. This is not neccessarily related, but an interesting idea; on a Mobius strip, the farthest distance is also the closest. So, if you could poke a hole in the strip, you could literally move to the absolute farthest point without really traveling.
More interesting are variants of a Klein bottle, which has the same 'one-sided' aspect as the Mobius strip, but is not bounded (the edge of the strip is a boundary).
Also, both the Mobius strip and the Klein bottle are technically two dimensional manifolds. There are more unusual three dimensional manifolds that can serve as the 'flat' version of space (even in cases of zero curvature) and are finite while still being non-orientable.