Films that have really impressed me are:
Lost Highway
Mulholland Drive
Festen and all further
Dogme films, (Idioterne, Mufune's Sidste Sang, The King is Alive, ...)
American History X
Memento
Code Inconnu
Russian Ark (can't name all of them Sokurov - this guy's something different mate!!)
LOTR
Ichi the Killer (Miike Takashi)
Saving Private Ryan
The Prophecy I & II
The Omen I (the rest is wicked, but can't be topped)
Ravenous
Pi
Crouching Tiger, Hidden Dragon
Devil's Advocate
The Godfather Trilogy
All Hitchcocks
Urga
Amelie
The Pillowbook & Prospero's Books
One Hour Photo
Insomnia
Donnie Darko
AI (except for the last "Pinocchio" bit
)
Avalon
The Holy Grail
Final Destination
Revelations (the 1997 one)
Wild Bees
Everyday God Kisses Us On The Mouth
Se7en
Braveheart
Raise The Red Lantern
Alien
Trainspotting
i could go on and on and on....