I've seen A Clockwork Orange on a few people's lists... I didn't actually like it. I guess it's not as shocking when most of the events described are also mentioned on the evening news on a regular basis...
Anyway, films I think everyone/most people should have seen (or, basically, a list of my favourite films, minus the comedies):
Pulp Fiction
The Shawshank Redemption
Gladiator
Watchmen
The Prestige
V for Vendetta
The Dark Knight
Star Wars (The original trilogy)
Sin City
Equilibrium
L4yer Cake
A lot of films of an action/drama theme, basically...