When I think of comic book movies I tend to think more of the superheroe types, not the dramatic types (Ghost World, Perdition, From Hell, etc.). So with that in mind:
X-Men II
Spider-man II
Superman
Batman
Batman Begins
Hellboy
I think that covers my absolute favorites. Of course I also dig the rest of the X-men trilogy, the Spider-man trilogy (yeah, III's got some issues), Superman II and Batman Returns (it's got freaking Chris Walken).
I haven't really dug Ghostrider, Daredevil, Fantasic Four, Punisher or, try as I might, Hulk - not for a dislike of the characters but just because the movies were more mediocre.