I second the recommendation for Mean Creek! Very interesting.
In America was another good one, about an Irish immigrant family. Wonderful acting, one of the best movies I've seen in quite a while.
A really good one if you want something pretty off-beat (and a few years old now) is Spider. It has Ralph Fiennes, Gabriel Byrne and Miranda Richardson. One of my all-time fav movies!
Also very good is Eternal Sunshine of the Spotless Mind. If you haven't seen it yet I'd definitely recommend renting it.
Let me know if you watch any of these, I love talking movies...now that I've thought of it I might have to start a thread to see who else has seen Spider, I'd love to hear some other opinions on that one!