Okay, thinking about this today I realized I have way too many quirky movies I love. (I also love the word quirky). But I wanted to post a few more.
The Dark Crystal: This movie shows a different side to Jim Henson, we get to see something other than Kermit and Miss Piggy. It is dark and yet hopeful. Plus, you gotta love Fizgig!
Labyrinth: Yet another great Jim Henson movie. David Bowie is just hot as Jareth the Goblin King. It is awesome to see Jennifer Connelly looking almost exactly the same only with bushier eyebrows.
Pan's Labyrinth: This is a new favorite. So dark and twisted. The creatures haunt you later but are still fascinating.
Pi: All I can say about this movie is, if you have not seen it you need to do so soon. You will either like it or not. There is no good way to explain why I like it. It is a mind twisting movie.
I have many new movies to add to my watch list thanks to everyone's responses.