Can't go wrong with Ninja Scroll, and if you want something to relieve the stress after that horrific party you just lost 2000 exp in, go with Army of Darkness, ranger anyone? You could also check out the Gormenghast mini-series based on the books by Mervyn Peake. Look into the new Dune and Children of Dune miniseries, they are sci-fi, but have some real good fantasy elements in them. Just don't watch the 1986 movie, it looks like crap, even for when it was made, and is completely wrong. I don't get to watch much anime, but Vision of Escaflowne really reminded me of Final Fantasy. Of course, you can always watch the Final Fantasy movie itself, even though its biggest problem was trying to live up to a FF game, when it's plot would only be like 1 major quest at best, additionally I just don't think non-FF-junkies understood just how FFesque it was. Some other good anime (though not entirely fantasy) are Ghost In the Shell, Macross Plus and Wings of Honeamise, if you haven't seen at least these, you really should.
Big Lebowski is great, it is the kinda movie that you can watch, not learn a damn thing, but feel much better about yourself. Office Space is great too, esp if you have a bad day at work and are just gonna be waiting for a group when you log on.