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Pi is my favorite Darren Aronofsky film. Shot in black and white, it's extremely thought-provoking (it made my brain hurt when I first saw it) and very well executed.
Yahoo description:
A mathmetician, Max Cohen, is on the verge of decoding the numerical pattern beneath the ultimate system of ordered chaos--the stock market. However, as he works, he is being pursued by an aggressive Wall Street firm set on stealing the code in order to dominate the financial landscape. Also in the hunt for Max's secrets are a Kabbalah sect intent on unlocking the secrets behind their ancient holy texts. Racing to crack the code, Max succeeds only to find he has a secret everyone is willing to kill for.
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Pi is an outstanding choice. I need to dig up my VHS copy of this one.
I think it's probably obscure enough to deserve inclusion here.
And I definitely consider this film a 'must see'.
Really really loved this film.
Pi and Harold and Maude are in my top 10 favorite movies. Possibly both in my top 5.