Here are some movies I've really enjoyed...
Being John Malklovitch: very innovative, and very funny.
Dogma: great send-up of religion.
Toy Story 2: enjoyed it a lot; not subtle or classic, but the animation is wonderful, and the story line is well balanced and fun.
The Man in the Moon: a good story about the life of Andy Kaufman, but it left me wanting to see more of Andy and less of the movie.
Galaxy Quest: A great, funny send-up of Star Trek, Trekkies, and all other cliche Sci Movies.
My all time favorites:
All That Jazz: dream sequences staged as modern dance. Among other things.
Buckaroo Banzai: a nuclear physicist rock 'n' roll star saves the planet from invaders from the 8th dimension. A total hoot.