John Carpenter's "They live". I think it's a great one, and with a very interesting and good message.
I also once saw a movie called 3 iron that really intrigued me.
Blues brothers is actually one of my personal favorites. So is the old Monty Python movies like Life of Brian and the Holy Grail. But everyone has seen those.
Even though most people I know don't consider them to be good movies at all I always enjoy the movies that has Bud Spencer in them. Nobody could beat up an army of evil goons like him. Go for it is my favorite.
There is also a french animated movie (and a series) called Panic au village, starring a toy horse, a toy cowboy and a toy indian. I find the whole thing hilarious.