I'll go for (in different genres...)
LOTR (I'm counting 1, 2 & 3 as one choice;-)
Betty Blue (32º le Matin) - my introduction to any type of non-english cinema
Saving Private Ryan - ground breaking camera work
The Vanishing - not the hollywood remake, oh gods no!
The Usual Suspects - it was either this or Memento, or LA Confidential, or Goodfellas... oh dammit, 5 just isn't enough