Lots of great movies already mentioned here like Harold and Maude (one of my all time faves), "Buffalo 66" (which used Yes in the soundtrack for pete's sake! And that film stock was pushed fast film), "Amelie" (the film Junet needed to make) and "Crumb" (an incredibly effective and affecting doc about one of my favorite comic illustrators)

5 from me:

Zero Effect.
Bill Pullman, Ben Stiller. Modern day retelling of the Sherlock Holmes storyline about a social misfit genius detective who has finally met his match. Funny and quirky.

Duel.
Saw this again just last week. Spielberg's first film. Classic cat and mouse chase film with Dennis Weaver being attacked by a menacing semi truck as he drives through the CA high desert. A low budget masterpiece. Excellent DVD transfer.

Hard 8.
Powerfull modern film noir. PT Anderson's (Boogie Nights, Magnolia, Punch Drunk Love) first film about career grifters, balckmail and paying off of old debts. Subtle, quiet and extremely powerful.

Paper Moon.
Ryan O'neal and his daughter Tatum star as a father/daughter (though he'll never admit it) depression era grifter team. Sort of the anti-"Bonnie and Clyde". Tatum won the oscar that year, the youngest (13) best actress ever.

After Hours.
Forgotten Scorsesse film from th eearly 80s about a hopelessly bland guy (Griffin Dunne) who gets lured into Soho by a sexy Roseanna Arquette only to be stranded and hunted like a dog because he pissed off the wrong woman. Huge cast including Cheech and Chong, Linda Fiorentino, Teri Garr, John Heard, Catherine O'Hara. Really funny movie, but Marty still creates that creepy Scorsesse atmosphere. It's an excellent balance of tone.

Bonus title:
Flirting with Disaster.
Ben Stiller on a hunt to find his real birth parents. Excruciatingly funny scenes, especially in the Bed and Breakfast and the gay DEA agent on LSD. Killer cast including BPatricia Arquette, Téa Leoni, Alan Alda, Mary Tyler Moore, George Segal, Lily Tomlin.