People's tastes in movies differ almost as much as music. I tend to find myself taking movie advice with a grain of salt, since I'm not sure if the person I'm getting the advice from has the same taste as me and knows what type of movie I'd enjoy.
To give you a taste of what I'm into, before you take suggestions... a few of my favorite directors are Tarantino, the Coen Brothers, Wes Anderson, Christopher Nolan, David Fincher, and Stanley Kubrick.
That being said, I just watched Pan's Labyrinth for the first time last night and I was pretty captivated throughout. The trailer, the dvd cover, and back of the box synopsis make it seem like a kid's movie, but it's far from it... in fact I'd highly recommend keeping kids far away from the TV while this one's on. The director, Guillermo del Toro, definitely doesn't hold back with the blood and gore. This film takes you on a bit of a dark adventure... if you're into that sort of thing, I think you'd enjoy it.