I have always liked movies with the setting of being in space, as I would certainly like to be there (although it is highly improbable that I'll have the chance unless I ever can dish out the financial incentive to a space agency, which is probably less likely than my building my own working spacecraft.... ). Anyhow, on a slightly less depressing note, here are some of my favorite space themed movies in Alphanumerical ascending order:
2001: A Space Odyssey (I like the space stations and spacecraft which rotate to substitute gravity).
Alien (Really excellent for its time and it sets the stage for the best movie in the quadrilogy)
Aliens (Marines in space fighting giant bugs, yeah man!)
Angry Red Planet (this was so ridiculously bad it made itself good in that very respect).a
Enemy Mine (It's kind like a mix of Robinson Crusoe with an episode of Black Sheep Squadron, both of which I like)
Event Horizon (One of the best combinations of Sci-fi and Horror ever made.)
Forbidden Planet (A b-grade movie which is actually as well done as an episode of the Twilight Zone.)
Last Starfighter (It's premise was a little convoluted, but otherwise it had a good story and good special effects for its time).
Lost in Space (I thought the robot was cool).
Moon (The bunker base was pretty neat, although the story could have been better.)
October Sky (Awesome story, based on actual people and events, about a group of high school students designing and building their own rockets).
Pandorum (The Event Horizon of the 21st Century... in a manner of speaking).
Red Planet (It was interesting, good special effects, interesting but - as with Stargate Universe and that I'm rooting for the aliens to kill off the crew - I rooted for the robot as the characters other than the robot were just that bad.)
Serenity (Pretty good wrap up to the Firefly series, but Sheppard Book and Wash shouldn't have been killed off. River is the main character, who kills space pirate zombies who were made into space pirate zombies by the Umbrella Company *ahem* .. I mean the Alliance.)
Stargate (I don't really know why I like this.. perhaps just because it gives a background for SG1. Otherwise a movie about Crash Goes the Chariots would have been better than a movie based off of the opposite ideas....)
Stargate: Continuum (I like the time travel aspect of this film, and also where Daniel tells the MiG pilots "shoot the guys who are shooting at us!! !".)
Star Trek: First Contact (Yeah, time traveling and fighting the borg. Hey, wait, the Vulcan ship didn't notice the Enterprise D going through time???)
Star Trek: Nemesis (It's good because Riker and Deanna finally got married, and the mega capital ship is mega cool although its owner isn't).
Total Recall (The story stinks and the acting is okayish, but I liked the setting and the idea of colonization and tourism of Mars, although the right to oxygen ought to be indivisible from the get go rather than treated as a commodity.)
Wing Commander (I like how the space combat is displayed as a battle between navies.)