Ditto for The Big Red One.
Lawrence of Arabia is also excellent.
Some other good films I've seen recently. Not on the list, but you might like them:
Meantime(1984)-Early Mike Leigh, with Phil Daniels, Tim Roth and Gary Oldman. Really great. I managed to buy this in three-pack that included
Prick Up Your Ears and
Made in Britain.
Loneliness of a Long Distance Runner(1962)-Gritty northern realism.
Killing of a Chinese Bookie(1976)-Classic Cassevetes.
Highway Patrolman(1992)-I think this is the best Alex Cox film. His most mature. It's also the biggest budget film ever made in Mexico. Might like if you like Repo Man.
Also Lukas Moodyson films:
Together and
Lilya 4-ever. The first is quite funny/feelgood and the latter is quite bleak.