Growin'upDisney - I also like "The Game" although it's been awhile, I remember that movie just kept twisting, and twisting, and...!
kimber79 - you are absolutely right, the ending to "Vanilla Sky" made me want to throw my TV!!
All the ones you guys have mentioned were great, I especially liked "Signs." Another movie that is a favorite of mine is "Stigmata" with Patricia Arquette, although I'm not sure it technically has a twist.