Citizen Kane!
Actually it's a toss up between HEAT, The Empire Strikes Back and The Lord of the Rings trilogy for me.
HEAT is the ultimate heist movie, even down the badass gunfight which seems to get half of LA filled with holes. It's also beautifully shot.
Empire is a great Sci-fi film and manages to avoid the cheesyness that creeps into the other two as well as the sheer stupidity of the prequels. It's effects are better than the prequels too, mainly because of the lack of stupid ropey green screen that makes entire sets look fake.
Plus "No, I am you father," is the best dramatic twist ever.
Lord of The Rings because I don't think there's ever going to be a better adaptation of such a long and involving story, the extended edition is brilliant. It's also got the best balance of cgi effect in pretty much any film I've seen, it avoids the trap of making everything CG.