I'm not much of a cinema-goer, but I enjoyed all of these (most on DVD):
Donnie Darko, Memento, Brick, Children of Men, Shaun of the Dead, Juno, The Wrestler, Almost Famous, Stranger Than Fiction, WALL-E, Pan's Labyrinth, High Fidelity, No Country For Old Men, Eternal Sunshine of the Spotless Mind, Borat, Panic Room, X-Men 2, Spirited Away, Howl's Moving Castle, Anvil: The Story of Anvil, Lost in Translation, Garden State, Battle Royale, In Bruges, The Lord of the Rings: The Return of the King, American Gangster, The Dark Knight, Sin City, School of Rock, Hard Candy, El Orfanato, Little Miss Sunshine...
Oh, and Ghost World. Obviously