In addition to the above:
Dead Alive, but only if you’re into buckets and buckets and buckets and tanker trucks of gore. Still, DVD is the only place to get the unrated version here in the U.S.
Run Lola Run is just a great film all-around, and Tom Tykwer and Franka Potente (director and star) are mighty entertaining on the commentary. Plus, you can watch in the original German with subtitles, or in English (but, really, be true to the filmmakers’ vision and watch in German, K?).
Speaking of German films, Das Boot is a great flick, and the bass will rattle your kidneys.
If you like Jim Henson, the DVD of The Dark Crystal has lots of nifties besides being able to see it in widescreen (yay!). There are workprints of the “original language” Skeksis scenes, an extended version of the Skeksis emperor’s funeral, an hour-long documentary, character sketches…the only thing missing is a Henson commentary. Jim, you left us much too soon…
John Carpenter’s The Thing looks superb, plus has a commentary with Carpenter and Kurt Russell, plus lotsa cool extras, including the original stop-action footage of the beastie at the end (rejected cuz it didn’t really inspire much fear).
Speaking of extras, check out Blade. To quote Mike Nelson of MST3K fame, the DVD “contains more information on the making of Blade than there actually is information on the making of Blade. I thought the four-hour documentary on the catering crew was particularly unnecessary.” Well, maybe not THAT much info, but there’s a ton.
Robocop - the DVD is the ultra-violence edition (at least, the Criterion DVD is, dunno about the regular release). Lots more blood and assorted yuckiness.
You might wanna pop in The House On Haunted Hill to check out the menus and maybe some extras. They’re among the coolest menus I’ve seen.
pldennison is right, The Texas Chainsaw Massacre has a great commentary and lots of cool extras. The commentary isn’t just Hooper, but also director of photography David Pearl and Leatherface himself, Gunnar Hansen. Their stories about making the film are absolutely fascinating, as are the outtakes, alternate takes, trailers for all four TCM movies, and advertising materials.
Stir of Echoes is an interesting little film. I liked it better than The Sixth Sense, personally. Both discs have cool stuff on them.
You might wanna take a peek at Leon, the film with Jean Reno, Gary Oldman, and Natalie Portman. It was first released in the U.S. as The Professional, with almost a half-hour of film trimmed that, apparently, we 'mericans just wouldn’t be able to handle (mostly scenes of 12-year-old Portman’s, er, growing relationship with the much-older Reno). Leon, the proper version, was released just recently on DVD. Not a lot of extras, but a damn good movie.