I'm not really a big fan of musicals, but I don't mind them and some can be fantastic. Most of the film versions are better on stage, others translated well to the screen.
If you're talking about film versions, here's some good ones:
Chicago (2002)
Little Shop of Horrors (1986)
The Lion King (1994)
Caberet (1972)
Oklahoma (1955)
West Side Story (1961)
Sound of Music (1965)
Guys & Dolls (1955)
Fiddler on the Roof (1971)
My Fair Lady (1964)
Oliver! (1968)
Grease (1978)
Worst one was Evita with Madonna in it!