For starters, go with my favorite John Carpenter movie 'They Live.' Rowdy Roddy Piper's performance is an unmatched tour de force in a masterpiece of socio-political commentary mixed with action and adventure. The fight scene alone is worth the price of admission, and you'll know which one I mean when you see it. Absolutely none of that is sarcasm, by the way.
'The Black Hole' by Disney (who disowned the movie for a time, so take that for what it's worth), was made to compete with Star Wars back in the late 70's. It didn't come close and has its faults, to be sure, and the age definitely shows. But it's a dark and moody sci-fi flick that also is pretty fun. Plus there's an added bonus of getting choked up over the fate of a robot.
If you like horror, comedy, mobsters, and vampires, and ever wondered if it were possible to have all these things combined on one screen, then 'Innocent Blood' is totally worth checking out. You'll not see better scenery chewing out of Robert Loggia while Don Rickles plays straight man. I can't even make that up.
Now if 'Innocent Blood' isn't enough of a bizarre bouillabaisse of movie ingredients for you, might I suggest 'Versus.' A Japanese film combining samurai, ninjas, wizards, Yakuza, zombies, cops, destiny, portals, wire-fu, and past lives, it has to be seen to be believed. It takes itself seriously and revels in schlock in equal measure.
As my good friend grumbledook once described as the most "Wisconsiney movie ever made," you should without a doubt treat yourself the documentary 'American Movie.' Seriously, I could do nothing else but quote this movie all day, man. It's totally cathartic, man. If you want to see what it's like for an independent filmmaker to try and ply his trade in the most poignant and hilarious way possible, then 'American Movie' is it. You will never pronounce the word "coven" the same ever again.
If you can get your hands on it, 'The General' starring Brendan Gleeson is about the life and times of real life Irish criminal Martin Cahill. It follows historical events more or less accurately, and overall the film is quite good. Sometimes the Irish accents can make the dialog hard to follow, but don't let that dissuade you. There's a black & white version as well as color, and I like the b&w better for it.
That's my small list for now.