The Fog of War
Excellent 'talking head' style documentary about Robert McNamara, one of those 'controversial' political types who ends up being utterly likeable and sympathetic when they're allowed to present their side of the story (probably because he's obviously massively bright and the doc offers no counter-version of events).
Grey Gardens
Sort of Sunset Boulevard meets Andy Warhol. The kind of film that makes me immediately want to rethink my top ten. Flat-out brilliant.