Top Secret! - Hilarious Naked Gun-like comedy that for some reason never got big. It's more of a cult classic. Also Val Kilmer's first movie.
They Live - Another cult classic. Starring Roddy Piper
Pretty creepy visuals IMO. Sometimes older movies can be creepier than newer movies with a bunch of special effects and crap.
The Dead Zone - GREAT movie. Right up there with The Green Mile as the best Stephen King movie. Walken and Sheen are both great. Haven't seen the TV show but I'm guessing if you like it, you'll LOVE this.
National Lampoon's Loaded Weapon 1 - Another Naked Gun-type movie. Not as good as Top Secret IMO but still really quite funny.
Maverick - I remember when this was my favorite movie years ago. You don't even have to like westerns (which I don't). Just a great all around movie.
Clean Slate - All my friends don't like this movie. I think it's well made and Dana Carvey is the man. Gave it an 8 on IMDB.
High School High - (See Loaded Weapon and Top Secret) Again, not as good as Top Secret, but funny still.
Cannibal: The Musical - You need to be really into Trey Parker and Matt Stone and/or into the whole making of movies to enjoy this. Low budget Trauma movie. It's pretty funny at times. The low-budgetness actually makes it more enjoyable. The opening cannibal scene is hilarious.
Orgazmo - Another one where it helps to be a Trey Parker fan. Pretty funny.
Deconstructing Harry - I'm not really a Woody Allen fan but this one was pretty enjoyable. It's kinda weird at times but it's a funny weird.
The Big One - Michael Moore's second documentary. I didn't enjoy Bowling For Columbine like others seemed to have but this one is entertaining and even funny.