You can't go wrong with a good movie that actually requires a bit of thought. I really liked the movies on this list that I've seen (i.e. The Game, Dark City, Memento, Mulholland Dr., and Donnie Darko), so I'll try to check out the others. I have those and Primer on DVD, so I guess I'll start with it.
I just don't understand why none of Peter Greenaway's films are on the list. And Fight Club should be on every list of movies.