For comedy, high five to whoever mentioned Anchorman: The Legend of Ron Burgandy. The pure randomness of that film never fails to amuse me, and it's not poorly executed randomness either.
Pulp Fiction is fantastic. Don't really feel the need to say anything about this film, it speaks for itself.
Donnie Darko is a personal favourite though I understand it's not a film that appeals to many (it's recognised as having cult status anyway). Really loved trying to interpret what the hell it was about.