It is always hard to decide what is a "gay movie." Putting that aside and hoping not to repeat and in no particular order, I have really liked:
1. Beautiful Thing
2. The Opposite of Sex
3. Happy Endings
4. The Day Trippers
5. My Beautiful Laundrette
6. Beginners
7. Bound
8. Gods and Monsters
9. Prick Up Your Ears
I have to admit that Angels in America is my favorite in general.