Is the Blues Brothers a musical?
I've seen Wicked in theater, Dirty Rotten Scoundrels in theater, and both were pretty awesome. My only gripe is theater seats are fucking uncomfortable for a big brute like me with huge legs.
I've seen on DVD Singing in the Rain, Chicago, The Rocky Horror Picture Show, West Side Story, Mary Poppins, Grease, The Sound of Music, Phantom of the Operaa, Willy Wonka and the Chocolate Factory, The Lion King, Jungle Book, Annie, Little Shop of Horrors, The Nightmare Before Christmas, The Producers and probably some more I can't think of off the top of my head....(yes I consulted a list to bring back those good memories).
I'm quite partial to humor so my favorite is probably the Blues Brothers. Set in my home town of Illinois/Chicago, it's about two cool dudes on a mission from God. I also really like The Nightmare Before Christmas, it's such an enjoyable Halloween film. Mary Poppins is probably my favorite of the classics. I love that chimney sweeping song (sexual puns aside.../sigh).
My favorite live show has been Wicked thus far. It had a great music set, a good sense of humor, a fun take on the Wizard of Oz, and special effects to boot.
I've been meaning to see Sweeney Todd: The Demon Barber of Fleet Street, it looks awesome and I have a mancrush on Johnny Depp. I should note that like Opera....musicals are a medium that is growing/maturing with me as I get older. I still find that I sometimes lack the patience to appreciate all the thought that goes into them. I also find that I miss a lot of the pop culture references in them sometimes. Oh well.
I haven't seen Les Miserables or Jesus Christ Superstar either. So I should check those out since they're on everyone's list...
EDIT:
Mention of Cannonball the Musical reminds me to note that I consder the South Park Movie and Team America musicals, and both would definitely get nominated on my list for being clever stabs at pop culture.