Always I like all movies (except horror films), but especially if they are of action, psychological thriller or suspense. One of my favourite movie is called "Inception" by Christopher Nolan. Simply it's AWESOME, It's plot, special effects, the content it's extremely interesting, because they speak of dreams, and how to handle them.
Dom Cobb (Leonardo DiCaprio) is a fugitive thief that which specializes in infiltrating dreams to steal ideas, code to banks, etc. In a mission, Dom and his team (Ariadne, Arthur, Eames, Saito) are contracted by a company, leadered by Saito (a Japanese). The objective is to convince Robert Fischer, son of the owner of the rival corporation of Saito, to end the empire of his father, but unexpectedly the operation is detected by the victim, and the mission gets out of hand.
You have to be pending all the time of the movie, because every details, little detail, it's important for the plot and the final. And best of all, is that it plays with your mind!