Movies such as The Godfather, Citizen Kane, Casablanca, and 12 Angry Men shouldn't be on a list of "surprisingly" good movies as all four are ranked in the top 30 best all time movies by IMDb.
One surprisingly good movie I have seen is Session 9, a psychological thriller set at Danvers State Hospital in Danvers, MA(Before they tore it down). For an independent movie with a low budget, no special effects, and only a couple somewhat known actors they managed to make a great movie that truly has the ability to creep you out. You have to be able to sit through a movie and pay attention to a lot of dialog to get anything out of it or you will get bored, and fast. I may be biased however as I am very interested in the Insane Asylums in Massachusetts from Danvers to Medfield to Foxborough to Grafton. They are very scary historical places.
For people who like Psychological movies and thrillers like myself...
Donnie Darko, Memento, The Prestige, Rear Window, Frailty, The Machinist, American Psycho, Eyes Wide Shut, The Butterfly Effect, American Beauty, Mulholland Drive, The Number 23, The Shining, A Clockwork Orange, Fight Club, Secret Window, Pi, and Requiem For A Dream are all excellent movies, no some of them don't come as a surprise.
In case you are wondering I am a film junkie, I can name you a list of great movies for nearly every genre, currently movies that make me think like the ones listed above are my favorite, and I would have to say Donnie Darko, Memento, and Fight Club would have to take the cake as the top 3.