"Criminal" starring John C. Reilly. not so much a heist movie as it is a sheister/con flick. still good though.
"Following" is another excellent con movie. chris nolan's (inception, memento, batman begins, etc) first movie.
"The Score" with DeNiro and Norton is also good. (someone may have mentioned it, cant remember.)
"Bottle Rocket" is Wes Anderson's (the royal tanenbaums, life aquatic, etc) first movie. very quirky comedy.
ive also heard Stanley Kubrick's "The Killing" is good but i haven't seen it yet. it's on "the list."