I'm a HUGE movie junkie, and it's hard for me to pick just one. But tied for first, for many many reasons are:

Casablanca
The Deer Hunter
Dumb & Dumber
Blazing Saddles
Monkey Business (The Marx Brothers)
Airplane
Caddyshack
The Godfather 1 & 2
Pulp Fiction
Sense & Sensibility
Rocky Horror Picture Show
Lord of the Rings Trilogy