I don't know if you've ever watched Walkabout but I highly recommend it. It's an 1971 aussie film about 2 children lost in the Australian outback. I don't get enough chances to recommend that film
I'm sure you've seen some of Spike Lee's best films but The 25th hour is an excellent movie that has yet to be mentioned in this thread.
I also love Charlie Kaufman films. Being John Malkovich, Adaptation, and Eternal Sunshine being the most popular ones. He writes some mind bending screenplays and it doesn't hurt that the films have good directors and some of my favorite actors.
I also suggest watching some of the Japanese Horror films being remade for america. Ju-on, Ringu etc... and you'll see why they are remaking them for the states.
You should also watch bad movies, follow Dawn of the dead with House of the dead. You'll learn what NOT to do.
Edit: I almost forgot! Ravenous! You have got to watch this film. The "Musical" score is Terrific!