Just watched Pirate Radio - though if I was British it would have been twenty minutes longer and called The Boat That Rocked - and it had the most fantastic soundtrack. I actually had all the music before I saw the movie, but seeing everything in context was really amazing. I didn't think many movies could make me appreciate the Beach Boys, but they did it. "My Generation" was also used about as fantastically as I've ever heard a song used in a movie.
Speaking of most fantastic way a song has been used in a movie: "Golden Brown" in Snatch, and whatever crazy J-pop sounding thing that's used during the final fight seen in Kick-Ass.
That's all!