My own personal must-sees from your list:

Big Trouble in Little China
Dirty Rotten Scoundrels

Donnie Darko (I would recommend the Director's Cut, though... that's the only version I've seen, but from what I've heard the theatrical release is much more difficult to follow.)

Dune
The Frighteners
Highlander
Insomnia

The Iron Giant (you haven't seen the Iron Giant yet? I... you... !!! This one should be high on your list.)

The Man Who Knew Too Much

The Man Who Wasn't There (this is the movie that introduced me to the work of the Coen Brothers. It's a good'n.)

The Animatrix

R2-D2: Beneath the Dome ( if this is what I think it is, it's a pretty funny mockumentary that kept me laughing throughout.)

Sneakers
Tron
War of the Worlds
Predator

Not necessarily in that order, but these are the ones which I found myself thinking, "oh, she HAS to see that!" Of course, I'm a guy, so a lot of what I appreciate about many of these you may not.