The movies I already have and/or in the process of buying:
Boondock Saints
Snatch
Lock, Stock, Two Smoking Barrels
Suicide Kings
Memento
Knockaround Guys
Things to do in Denver when you’re Dead
Any suggestions of movies that have a similar theme and feel?
Sounds like you’re looking for small-time-gangster action films with quirky characters and a good dose of humor. Why is Memento on the list? Just wondering. By the way I also really like both Knockaround Guys and Suicide Kings, which I think are two highly underrated movies.
I’d add the following to your gangster/crime/“neo-noir” library:
Reservoir Dogs
True Romance
Pulp Fiction
The Usual Suspects
Layer Cake
2 Days In the Valley
Clay Pigeons
Sin City
Goodfellas
Grosse Pointe Blank
Bottle Rocket
Dude, you need to get The Big Lebowski 
I recommend adding (not all may be available on DVD):
Charley Varrick
Get Carter (the original with Michael Caine, nto the Stallone remake)
The Hit
Sexy Beast
The Long Good Friday
The Anderson Tapes
The Friends of Eddie Coyle
I’ve kinda got a thing for British gangster flicks, the genre of four of the above.
Along those lines, I’m one of the only people who liked Payback with Mel Gibson, a remake of Point Blank with Lee Marvin. It didn’t do well because I don’t think audiences wanted to see Mel Gibson playing a badass bad guy, but I thought it was fun.
For more crime/gangster/action period pieces, I should also recommend:
L.A. Confidential (Russell Crowe, Guy Pearce, Kevin Spacey)
Last Man Standing (Bruce Willis, Christopher Walken)
Road To Perdition (Tom Hanks, also playing a rare bad guy in a movie that didn’t do well)
Payback was pretty good and is definitely worth checking out. It’s a bit older, but you may want to add The Sting to your list.
I don’t think Tom Hanks really played a bad guy in that movie. He was not the bad guy of the movie. He was a criminal but not a bad man, really.
Oh, I agree, he is definitely the protagonist, and I personally rooted for him. But the truth is, I don’t think audiences could warm up to the idea of Tom Hanks as a cold-blooded killer, and it wasn’t a big hit as a result. Hanks is known for playing “nice guys” all the time (and seems to be a nice guy in real life, from all accounts), and the public just doesn’t like to see some actors cast against type. John Wayne NEVER played bad guys in his entire career, and occasionally when modern stars do, I notice their movies never do as well: Hanks in Road To Perdition, Mel Gibson in the aforementioned Payback, Bruce Willis in The Jackal.
Well, not quite never.
I am guessing you are going for non-period (ruling out Road to Perdition) and non-epic (ruling out Godfather, any Scorsese), non-Asian (ruling out any Chan, Lee or Li) quirky bumbling ganster films. I would add:
Made (Vaugn & Favreu)
Go (Jay Mohr, Scott Wolf)
True Romance (Slader)
3 Days in the Valley (Spader, Theron, Hatcher)
The Transporter
Gone in Sixty Seconds
Oceans Eleven
Oceans Twelve
The Italian Job
Circus fits the genre and is watchable, though it doesn’t really have any outstanding bits other than Eddie Izzard’s scenes.
I thought I had successfully blocked that one out! Damn you! 
Some Aussie ones:
Two Hands with Heath Ledger, Bryan Brown, Rose Byrne, Susie Porter. Great lowkey lowlife movie that sees 19 year old Ledger in debt to a Sydney crime boss.
Dirty Deeds with Brown again. Toni Colette, Sam Neill, John Goodman and Sam Worthington. American gangsters try to muscle in to the Sydney scene in the 1960s.
Gettin’ Square Worthington leads, David Wenham and Timothy Spall. Worth watching for Wenham’s court scene alone - funny stuff.
Glaring omission: Hudson Hawk.
Maybe Breaking In.
I would throw Run Lola Run in there as well.
The Hustler
Shade (if it’s cheap enough)
I would reccomend October 22–It is similar to Memento in that it starts at the end and works toward the beginning. Another one is Usual Suspects, I would think that would be on your list somewhere.
Enjoy
I’ll recommend the recent Kiss Kiss, Bang Bang, but it’s not out on DVD yet.