I like 'Adventureland' (Velvet Underground, INXS, The Cure, Bowie, Crowded House), which seems to sum up the era and the feel of what's going on in the movie.
A lesser-known film is Black Pond, which has a nice little soundtrack of equally obscure music, highlight of which is the track 'Letters in the Wind' by Arthur Sharpe.
Leon (The Professional) - Sting/Bjork mostly.
Orchestral wise, I'll go with Schindler's List or anything Morricone.
'28 Days Later' has a pulsating score as well and I echo the votes for Clockwork Orange.
Other charming films to note for their musical accompaniments include 'The Iron Maiden' (Wind Orchestra mostly I think, accompanying the story of steam engines and forbidden love between classes), Genevieve (British classic with a score featuring Larry Adler on harmonica and a stunning trumpet solo with a jazz band) and Brassed Off (Brass Band).