I just picked up Donnie Darko on BD, but haven't watched it yet. One of my favorites, but I definitely wouldn't call that a must own - it isn't for everyone because it is SOOOO out there.
I will throw in
Eternal Sunshine of the Spotless Mind - good flick. I don't own it, but it is worth a look.
PQ doesn't bother me on Pan's, but the real disappointment wasn't the DNR for me, it was that it basically doesn't look any better than the SD DVD. It is still a very good movie and worth it even with the shortcomings of the video mastering. It is about the movie, not the PQ
I would throw in
Requiem for a Dream, but I would say that is not really for everyone either.