I dont think its a what type are you, because its "favorite movie" not "favorite type of movie". Doesn't seem to far removed from a whats your favorite anime type thread. So I'll allow it. (ok so maybe that's not my choice....)
My favorite movie is "Boondock Saints". If you like gangster movies you might like this one. It's about two Irish american brothers in Boston who go on a killing spree to wipe out the Russian Maffia. It's really funny at parts and just plain cool at others. You should check it out wnkryo, it's not at all video stores but I believe Blockbusters has it.
Other favorite movie (im trying to stay away from the obvious like Star Wars or Lord of the Rings) is "Battle Royal" its a Japanese movie where the government institutes population control by putting a large group of high school kids on an island with explosive colars around their necks, give each a different weapon (some get crossbows, others swords, other guns, one even gets a trashcan lid
) and they must fight to the death until one remains. Really messed up. I believe the sequal is out too.