I guess it depends on my mood:
Action flicks such as Die Hard are great, they get the blood going, and give you someone to root for. They are especially good for getting your mind off of your troubles.
More serious movies such as Good Will Hunting and Dead Poet's Society give you the problems of someone else to focus on and I like ambiguous endings, as I can focus on them, instead of what's going on with me.
Comedies are great if you just need a pick-me-up, but only if you're in an okay mood. I love the Austin Powers movies because if you're wiling to laugh at stupid things and infantile humor, well, there you go!
I also find it hard not to be in a good mood when I've finished watching Back to the Future (I like all three, but the first is the true classic) or the Indiana Jones movies (especially Temple of Doom and even more so, Raiders of the Lost Ark). The nostalgia and overall timeless quality of those movies really make them stand out.
Other movies that are great on multiple viewings are Big (I just saw the beginning of this again for the first time in a good number of years and thought it was great) and Ferris Bueller's Day Off (Come on, if you don't want to dance during the parade scene with "Twist and Shout" playing, you're not human!).