I saw "Requiem for a Dream" last night on DVD. That was an amazing and depressing film! Don't go looking for happy endings and walks into the sunset on this one. I won't give away plot details (you have to watch this one on your own), but it basically examines the downward spiral of 4 people looking for happiness despite their addictions. Don't miss this film.
It was directed by Aronofsky, the same guy who directed "Pi". It's a really different style, but you can still get the same feel from a great director. His use of music was really amazing. Kronos Quartet did much (most?) of the soundtrack...I dig those guys.
I think it's great to see such young, talented directors doing new and innovative things with the film media. This film reminded me of an interesting combination of Fight Club, Go, Magnolia, and Fear and Loathing in Las Vegas (mind you, Gilliam isn't exactly young). Aronofsky's use of "hip-hop montages" was fuckin intense. It made me wish I had a better sound system. :)