Anything done by Christopher Guest is unbelievably funny. For favorites, I might go in the order they were made, Waiting, Best, Mighty Wind. Spinal tap, though not BY him, I group with his movies; and it is the top. I hope all loved the Tap reunion in A Mighty Wind.
Talladega was pretty funny (especially overcoming his fear of driving... awesome). If there is any movie worth seeing in a theater, it is "The Descent."
A horror movie about spelunking. Gotta see it in a dark theater. If you see it in the future, all you will say is, "Man, I wish I had seen that in a theater."