Event Horizon, even though the entity was more demonic in nature. The Hidden was pretty cool, The Borrower which was about an alien that kept decapitating people to switch heads. I Come In Peace, alien drug dealers. Space Truckers, come on it has Dennis Hopper in it. Ice Pirates all kinds of aliens in it. The Adventures of Buckaroo Banzai which had aliens from another dimension. Predator 1 & 2.