+1 for The Hurt Locker. One of the best I have seen in about a year.
Food Inc. was pretty good. There is a dvd screener floating around on usenet.
Not Quite Hollywood is another documentary I recently watched. It is about Ozploitation movies and I thought it was pretty good. Plus it has old school 70s and 80s tits.
Also, October is the best month, for obvious reasons, to watch classic and cheesy horror movies on TV. I always enjoy watching some of the crap (by crap I mean so bad that for some reason you watch all the way to the end) they come up with.