Devil's Advocate is a mind fuck - no where near the level of Donnie Darko, but still makes you think (at least about religion anyway)
I wasn't too impressed with Corpse Bride. I liked the style and the music was pretty good, but it felt more like a kid's movie to me - something I didn't get from Nightmare before Christmas.
I'm going out to purchase Walk the Line later today. Everyone I've talked to has loved it.
Donnie Darko is a must-rent, possibly even a must purchase. It has a high horror factor to it, as well as some pretty violent moments, but it's the most total complete mind fuck I've ever experienced.