If I can make a recommendation, start with Moebius (a short and compelling film, but a little "slow") and then with Dreams (the most beautiful film I've seen in my life).
And I can guarantee that you will not be sorry to see any of these movies.
PS: Another one that should be on this list: Brazil (
http://trakt.tv/movie/brazil-1985) A cyberpunk film, with a mindfuck twist; and one of my personal Top 10.