some very good filsm mentioned here! I love DEAD MAN.

Speaking of chacun a son gout, a wonderful French film from last year might suit: THE TASTE OF OTHERS.

Other recent ones that I have enjoyed:

DONNIE DARKO
SESSION 9
RATCATCHER
URBAN GHOST STORY
ITALIAN FOR BEGINNERS
FAR FROM HEAVEN
THE KING IS ALIVE
TREASURE PLANET
ALL ABOUT LILY CHOU-CHOU
PUNCH DRUNK LOVE (Adam Sandler must be seen to be believed in this one, and no, I was not a fan before except for the Hannukah Song)

and old faves:
WITHNAIL AND I
HENRY AND JUNE
THE WICKER MAN
PRACTICAL MAGIC
HAIR
FIVE EASY PIECES
HOUSE OF GAMES