I expect most would agree that M. Night Shyamalan's The Sixth Sense is unforgettable. On the other hand, though I've seen Lady in the Water, I can't remember what it was about. And there's something I didn't quite like about Unbreakable, but once I realized the movie itself is a comic book, I actually found it to be quite enjoyable.
However, the movie I enjoy the most from his collection is The Village.
Warning, this is a spoiler: If you're wondering why I like this movie so much, at least one reason is here, but I'd suggest watching it first, before clicking.