Get the DVD set of Band of Brothers. You won't regret it.
I got 'em. But I do not currently have my DVD-ROM. So it's been truly a blow before watching that highly appreciated production.

And of course there is Pearl Habour, good if you dont mind some serious blows to historical accuracy..
I heard that Pearl Harbor was sacrificed in a silly love triangle. The movie was not that good, they say.

By the way, those Finnish movies recommended by kagemusha seem pretty well. Both have ratings over 7 at IMDB.