It's strange... I love horror and sci-fi and have seen many films in these genre's, but barely any films are prominent in my head.
I guess I'll start with sci-fi - The Alien series, Metropolis, Star Wars series, Children of Men, 2001: A Space Odyssey, Blade Runner, A Scanner Darkly, Brazil, Back To The Future series, Equilibrium, Eternal Sunshine of the Spotless Mind (it does have a sci-fi subtext)... not to mention countless cheesy sci-fi B-movies like Godzilla, Plan 9 From Outer Space, The Thing, etc...
As for horror, I haven't seen as much as sci-fi and I honestly cannot recall one that really stands out in my mind... but I do enjoy horror every now and then.
Edit: Actually, scratch that idea. One "horror" movie that I'm really fond of is Bad Taste... one of Peter Jackson's earliest films, long before he got popular with Lord of the Rings. It about an alien force that is taking over some backwater village in New Zealand to use humans as the.... well, I'm not going to spoil it, just go watch it yourself!