Personally, The Rocky Horror Picture Show.
I knew it was going to be quite the experience before I went for the first time‡ but it was so much fun I had to keep going back bringing friends each time.
It's still a fun tradition to do though we haven't done it since last year, we're probably going to try and go again in a few weeks.
‡ I had seen it many times before going to see it in theaters for the first time.
I saw The Fellowship of the Ring nine times in theaters. Once i hit time #4 or #5, I realized i had to keep going until I could say i saw it once for each member of the fellowship.