I'd have a tough time picking one favorite or even a top 5 that doesn't change over time.
I usually pick movies by who directed them rather than the actors. I'm a huge fan of Hitchcock, Sydney Lumet, Billy Wilder and Kurosawa. On the other hand, I also like most John Carpenter movies and Jodorowski when the mood strikes.
I guess if I absolutely had to pick a favorite, it would be Sex, Lies and Videotape. Other candidates would be Big Trouble in Little China, Rashomon, Network, Rear Window and The Saragossa Manuscript. Sometimes I like a good character driven drama, sometimes mindless fun and sometimes high weirdness.
Jim