some nice lists so far...mine:
1.
mulholland drive - david lynch, 2001
i guess i'm a sucker for style, so that definitely increases my love of this film, but it's also a fantastic exploration of relationships, lost love, hopes and dreams. lynch is a superb film-maker, and this is a superb film.
2.
fight club - david fincher, 1999
i guess this has been accused as being 'style-over-substance' (most fincher films are) but i (obviously) disagree. the perfect take on our post-modern society; it sums up apathy, our desire for destruction, and our desire for superficial "happiness"...awesome
3.
edward scissorhands - tim burton, 1990
no one does weird gothicness better than burton, and no one acts it better than depp. along with ed norton, kevin spacey and brad pitt, depp is one of my favourite actors, and he plays this role to a tee. a fucking awesome script probably helps it too.
4.
the usual suspects - bryan singer, 1995
best mystery film i've ever seen. of course, it's not *that* ingenious (in that i've seen more intelligent films), but the way it's put together is unmatched. massively good ensemble cast headed by the near-perfect kevin spacey, and some of the funniest-but-subtle dialogue in any film. the sose myth is *perfectly* perpetuated, too.
5.
belle de jour - luis bunuel, 1967
gotta have a little perversity

ok, so i love my old french films, and this is my favourite of the lot. to explore deviant sexuality in 1967 like he does in this film is both admirable and enjoyable, and bunuel's casting of deneuve is inspired. she's beautiful, and she's a fantastic actress, entirely carries the film.
honourable mentions:
se7en,
twelve monkeys,
requiem for a dream,
ladri di biciclette.
edit: fixed a couple of things...