TOD
Mostly earlier ones, since not much of what he's done lately is of interest.
Ed Wood
Fear and Loathing in Las Vegas - and, by extension:
The Rum Diary, since he definitely "got" Hunter S. Thompson
The Ninth Gate, even if his character does silly things
Sleepy Hollow
I guess Edward Scissorhands was okay, but I remember it more for the elderly and fragile Vincent Price.