I enjoy different things for different reasons.
I'm a fan of Wes Anderson. I grew up on Tim Burton's films, and his dark romanticism and playful humor appeal to me. David Lynch is one of my favorite directors, his visions are the closest I have seen to what the dream world is like. I love early John Waters movies with their cheesy, outlandish stylings, ridiculous characters, and trademark overacting.
I like science fiction like Blade Runner or The Fifth Element. Twelve Monkeys is a good one too. I also like a good amount of "dark" stuff, The City of Lost Children, Pan's Labyrinth, Dark City, and a few films about Erzsebet Bathory.
Recent movies I have enjoyed: Wristcutters, Hobo with a Shotgun, Rubber, Machete, There will be Blood... I also like The Rules of Attraction (it's actually really funny), The Virgin Suicides, Map of the Sounds of Tokyo, the latest Batman trilogy, Fargo, Pulp Fiction... When I'm in the mood for stupid shit, I tend to watch awful Nazi-themed films like Dead Snow and Iron Sky. I really liked Memento, in general I like Christopher Nolan's work.
I really like documentaries as well, Baraka is one of the most beautiful things I've watched. I hope to see Samsara soon.