Memento is an awesome movie. The Others with Nicole Kidman is excellent in a slow drawn out way. From Hell was good ( The Jack the Ripper one w/ Johnny Depp). These are the only new movies I can think of worth mentioning. Lord of the Rings is very good too ( in case you were wondering)
If you like horror/comedy and haven't seen Peter Jackson's earlier films you should check them out : Dead Alive, Bad Taste, and Meet the Feebles. Heavenly Creatures is a very good Drama that is impossible to forget (at least the end).
Anything by the Coen Bros. : Barton Fink, Blood Simple, Miller's Crossing, Raising Arizona, Fargo, The Big Lebowski, Ol Brother Where Art Thou, ......
If you don't mind subtitles ... Run Lola Run , La Femme Nakita, The Seven Samuria , and Croching Tiger Hidden Dragon are all good.
Others: Taxi Driver, Brazil, Fear and Loathing in Las Vegas,
Patton, The Usual Suspects, Reservoir Dogs, Dead Man, Ghost Dog, The Outlaw Josey Wales, Alright... There is too many to name... I'll stop now