As with music and books, I don't have an "all time favourite". It depends a lot on my mood, or my growing/learning process.
However, I still enjoy "Kaze no Tani no Nausicaa" (Ghibli) and Blade Runer (Ridley Scott).
"Legend" (also by R. Scott), "Casablanca", "Labyrinth", and "Lost in Translation" are among the movies I never get tired of watching.
Same happens with Scareface, Armageddon, Alien, Aliens, Alien III, some movies by Tim Burton, many movies starring Humprey Bogart, movies by Orson Welles and Michael Bay....
and a long etc.