+1
Not including films already mentioned... here are movies from 2000 to 2005 that I enjoyed. I'll continue with 2006-2009 in another post.
Cast Away (2000) [Robert Zemeckis]
X-Men (2000) [Bryan Singer]
Crouching Tiger, Hidden Dragon (2000) [Ang Lee]
Chocolat (2000) [Lasse Hallström]
Waking Life (2001) [Richard Linklater]
Zoolander (2001) [Ben Stiller]
Ghost World (2001) [Terry Zwigoff]
Shrek (2001) [Andrew Adamson]
Donnie Darko (2001) [Richard Kelly]
A Beautiful Mind (2001) [Ron Howard]
Monsters, Inc. (2001)
A.I. Artificial Intelligence (2001) [Steven Spielberg]
The Royal Tenenbaums (2001) [Wes Anderson]
Moulin Rouge! (2001) [Baz Luhrman]
My Sassy Girl (2001) [Jae-young Kwak]
Wet Hot American Summer (2001) [David Wain]
Hero (2002) [Yimou Zhang]
Catch Me if You Can (2002) [Steven Spielberg]
Chicago (2002) [Rob Marshall]
Punch-Drunk Love (2002) [Paul Thomas Anderson]
Confessions of a Dangerous Mind (2002) [George Clooney]
Big Fish (2003) [Tim Burton]
Finding Nemo (2003)
Lost in Translation (2003) [Sofia Coppola]
Kill Bill: Vol. 1 (2003) [Quentin Tarantino]
Spring, Summer, Fall, Winter... and Spring (2003) [Ki-duk Kim]
Pirates of the Caribbean: Curse of the Black Pearl (2003) [Gore Verbinski]
X2: X-Men United (2003) [Bryan Singer]
Elf (2003) [Jon Favreau]
Master and Commander: The Far Side of the World (2003) [Peter Weir]
School of Rock (2003) [Richard Linklater]
Bad Santa (2003) [Terry Zwigoff]
The Room (2003) [Tommy Wiseau]
Eternal Sunshine of the Spotless Mind (2004) [Michel Gondry]
Shaun of the Dead (2004) [Edgar Wright]
Kill Bill: Vol. 2 (2004) [Quentin Tarantino]
A Series of Unfortunate Events (2004) [Brad Silberling)
The Passion of the Christ (2004) [Mel Gibson]
Napoleon Dynamite (2004) [Jared Hess]
The Place Promised in Our Early Days (2004) [Makoto Shinkai]
Harold & Kumar Go to White Castle (2004) [Danny Leiner]
Hellboy (2004) [Guillermo del Toro]
Dear Frankie (2004) [Shona Auerbach]
Garden State (2004) [Zach Braff]
Corpse Bride (2005) [Tim Burton]
The Hitchhiker's Guide to the Galaxy (2005) [Garth Jennings]
The Bow (2005) [Ki-duk Kim]
Charlie and the Chocolate Factory (2005) [Tim Burton]
Sophie Scholl: The Final Days (2005) [Marc Rothemund]
Kiss Kiss Bang Bang (2005) [Shane Black]
Sin City (2005)
King Kong (2005) [Peter Jackson]
Pride & Prejudice (2005) [Joe Wright]
The Chronicles of Narnia: The Lion, the Witch, and the Wardrobe (2005) [Andrew Adamson]
Good Night, and Good Luck (2005) [George Clooney]
Wedding Crashers (2005) [David Dobkin]
Walk the Line (2005) [James Mangold]
War of the Worlds (2005) [Steven Spielberg]
Oliver Twist (2005) [Roman Polanski]
Mozart and the Whale (2005) [Petter Naess]
Cinderella Man (2005) [Ron Howard]