For movie I'd suggest:
Grotesque (Japanese movie)
Tetsuo the Iron Man (I think this have 3 installments now)
Audition (Japanese movie)
Ichi the Killer - this one has both a movie and manga. For me the manga is better (since it's longer and exposes many parts of the story unlike the movie and the inevitable difference between manga and movie of course)
If you haven't tried Gantz yet please do. Both has manga and movie(s) and anime too. I recommend both though there are many differences between them.
Also Berserk. It's good. The manga is a little bit confusing at first but you'll get the hang of it. The series had it's remake and the graphics is good.
Kamisama no Iutoori (As the God's Will) Both manga and movie though the manga has now the 2nd installment. The Movie not yet. Both manga and series is good.
I think that's enough suggestions for now. I'm glad to meet a Junji Ito enhusiast here as well 