I thought Platoon, Salvador, JFK, Natural Born Killers, and Nixon were very good films even if the factual basis of them were tampered with. Most of the characters in his films seem to very neurotic with the exception of NBK. JFK is still my favorite of his because its really about obsession and becoming overwhelmed by internal and external demons. Costner's portrayal of AG Garrison really pulls out the uphill battle of corruption and paranoia that existed in that time period and the film does give us some pretty good facts and interesting scenarios involving the holes in the case against LHO. His use of alternate timelines and his almost psychadelic use of cinematography really seemed to work in his films in the early 90s, even in Nixon.
I also love The Doors even if his portrayal of Morrison was a little bit off, Val Kilmer seemed to fit very well for the role. The concert sequences were just so epically mind-ing and the whole film comes off as 'out of joint'. I love films that tamper with perception of reality, it really seemed like it was an entirely different world through Morrison's eyes.