I'd say The Butterfly Effect (the original with Ashton Kutcher, not the sequel that I haven't seen but is apparently crappy). And definitely watch Identity, that's a really good one, and it has Alfred 'Doc Ock' Molina in along with John C. McGinley (aka Dr. Percival Ulysses Cox

). Very engaging and definitely worth a look, both of them are. Oh, and definitely anything from Alfred Hitchcock. Vertigo and Rear Window are supposed to be really good (haven't seen them myself, sadly), and you should definitely check out Strangers On A Train (the first Hitchcock film I ever saw, and an amazing psychological thriller

).
Or, you could just, you know, rent The Blair Witch Project...
