One of my most recent favorites, it's not a new movie by any means, but I had never watched it till this year, was
Fight Club. It is probably one of the single most interesting movies I've ever seen. Brad Pitt, Edward Norton (whom I don't think I had seen in a film til this one, must look him up) and Helena Bonham Carter were all -excellent- in this movie. It's one of those that -really- makes you think, and it keeps you guessing the whole time If you've never seen it before. Incredible.
Little Women (with Winona Ryder) is such an incredible, heartwarming movie for me. It's all about transformation, enduring life's trials of loving someone, losing someone, and growing. I can relate so much to this movie (have yet to read the book, but I would like to).
Mists of Avalon- I am a -very- big fan of arthurian legends, and this is by far my most favorite "King Arthur" movie. However this one is not centered around Arthur at all!

The book was incredible, but the movie turned out to be a very good, accurate representation of the book in my opinion.
I also like a lot of movies such as Hero, House of Flying Daggers, Crouching Tiger, Hidden Dragon, and other movies like them because of the sheer visual beauty of them. I'm also a sucker for martial arts and the kind of ethereal movements that are in this genre of movies.

I am also a sucker for romantic comedies, but at present I can't mention any right off that I really liked a whole lot