Support your local film festival
If you like films with quirks, find your local film festival!
Not only do you get to see some of the most creative films generated by the industry, you encourage the creation of cinema that isn't calculated to appeal to the greatest possible audience by catering to the lowest common denominator. Yes, some of the films are rough, but you'll also find gems by up-and-coming talent. You'll also find films with impressive casts whose established actors are there because they found the project interesting.
While we all know about Sundance and Cannes, there are many local film festivals to attend. You can find a staggering international list at Inside Film Online.
Here in Seattle we're just wrapping up SIFF, and it's been wonderful going to screenings. They did a great job this year with their Web site, providing a good system for identifying films of interest and winnowing that list down to something feasible. This is a non-trivial task—today, a Thursday has 18 screenings and this goes on for weeks. Their ticket system also allows the purchase of will call tickets up to 30 minutes before a showing, and you can pick up tickets for multiple venues at any box office.
Next year I look forward to even more shows. The only thing I'll do differently is load up on as many immune boosters as I can before it starts! I've missed two of my films because of a cold caught at one of the screenings.