I like Gone in Sixty Seconds (car heist). People say it's bad but the heist process is actually fun to watch: they make the cars so personal, so tantalizing. I can feel the passion from the actors & screenwriters. 
Least favorite part? Hard to think about it... If the storytelling don't keep us hyped about the heist I guess. It has to be engaging/exciting to the audience.
For more advanced choice, you can study Michael Mann's movie Heat, it's less about the heist and more about character study. Best stories always tell about human nature not their objectives.
edit: shh such old examples... makes me old.