This list is for big-screen feature films only. If it included TV movies then "Lonesome Dove" and several Tom Selleck/Sam Elliott movies would be on it, too.
"The Great Escape" is number one. The rest are in no particular order. "Apocalypse Now" and "Platoon" just don't do it for me anymore. As for "Full Metal Jacket", I like the first half but hate the second half.