Funny thing just happened- I was reading a review for Silent Hill 3 and the particular reviewer said it was very reminiscent of Jacob's Ladder- he even went as far to say as there being one scene in the game that's an obvious homage to the movie if you've seen it. Considering your interest in the two subjects, I thought I'd mention it.
Also, EVERYONE has to watch Fight Club. It's not about fighting, if that's what you think, but I can't really explain what it IS about without ruining a gigantic plot point. You could describe it as a psychological movie, but to say more would be blasphemous. You just have to take my word.
Also, Ninja, no matter how good you think you understood Donnie Darko, watch it again.

I guaruntee you'll pick up a ton of stuff you missed the first time. If you got the DVD, look at the book The Philosophy of Time Travel, too- if you didn't get the DVD, it's on the website.
Watch Fight Club twice, too- it's like Sixth Sense in that it's crazy how ingorant you were the whole time in the face of wave after wave of hints.