I haven’t seen it, but the Hurt Locker is supposed to be quite good.

Other new movies to check out: Harry Potter and Half Blood Prince

For older flicks: North by Northwest - thrilling, sexy, and plot twists (what else do you expect from Hitchcock?)
Star Trek 2 - The Wrath of Khan (Khan. KHANNNN!!) and a good flick to watch to compare with the new cast - they really did get ‘em right.
Dr. Zhivago (it’s a gloriously tragic love story shot as only David Lean could and perfect for seeing by fireside).