this, seriously brick is such a good movie that never received a big audience. This is one of Joseph Gordon-Levvit's (most recently in Inception) first movie and he is such a good actor. Also, a good, funny, small market movie is Eternal Sunshine for the Spotless Mind.
Also, if you are into thrillers/suspense movies I recommend:
Any movie with Kevin Spacey Such as:
Se7en
The Usual Suspects
LA Confidential
Any Scorsese film like:
Goodfellas
The Departed
Gangs of New York
Casino
Shutter Island
And any Christopher Nolan films:
Momento
Insomnia
The Prrestige
Batman Begins
The Dark Knight
Just some of my personal favorites