American Beauty, Life is Beautiful, and Requiem for a Dream - hard-hitting dramas that left me with an uneasy pit in my stomach after they were over, which is hard to do. And Life is Beautiful had one of the most moving stories and morals of any movie I've seen. GREAT pieces of art, what movies were meant to be.
Lola Rennt (Run Lola Run) - A great movie to just be entertained by, and one of the best soundtracks I've heard in any movie anywhere.
Honorable mention: American History X - another hard hitting drama in the same vein as American Beauty and Requiem. Not quite as good, but still a very solid movie that's a damn sight better than average.