I don't think any war movie has ever made me feel as tense as Band of Brothers or Saving Private Ryan. No other series or movie about war has affected me like those, I genuinely felt bad for the people the actors were portraying. The fact that my great uncles were actually there might have something to do with it - but not much. It's just good television.
Enemy at the Gates was very entertaining but it's painfully obvious they took too many liberties with the story, and some of the "sniper duel" scenes were just ridiculous. Also, Jude Law's Mosin-Nagant bolt is on the wrong side on the cover.
Full Metal Jacket was a great movie, obviously I can't say for sure but it seemed the most realistic of the bunch. Apocalypse Now I loved, definitely one of the most memorable war movies I've seen, if extremely surreal. I've never really seen another film like that.
The Hurt Locker was pretty awesome, the suspense is incredible - the whole thing is basically a series of bomb disposal scenes. Gives a little insight into the type of personality you need to have to do a job that crazy.
I'd like to pick one for you but they're all very different from one another. But, I guess I'll go with Band of Brothers. It's not a movie but it certainly effected me the most.