I think this movie runs Blade Runner a very close second as my all-time favourite. I think it's because, however unlikely, it's still possible that Robert Porter really is Prot, from K-PAX, given the information that we're given. It's also unusually sympathetic (even insightful), as to what causes people to think the way that they do, and what changes their perspective (eg, Howie and the bluebird task).
It leaves an unanswered question, though: how is it that Prot/Robert Porter is able to change the lives of everybody around him for the better, but is apparently unable to do the same for himself? The answer, I think, as I realized last night, is that what he does relies on interaction, and nobody can do what he can do, or they decline to do what he does, at least. Anyway, Spacey and Bridges in top form: