Personally, The Rocky Horror Picture Show.
I knew it was going to be quite the experience before I went for the first time‡ but it was so much fun I had to keep going back bringing friends each time.
It's still a fun tradition to do though we haven't done it since last year, we're probably going to try and go again in a few weeks.
‡ I had seen it many times before going to see it in theaters for the first time.
I thought it would build anticipation.