You've probably seen them all, but my favourites are the Hannibal series. Here they are in chronological order of the storyline:
-Hannibal Rising
-Red Dragon
-The Silence of the Lambs
-Hannibal
Brilliant films. I only found out recently (after spending £3 on Amazon) that 'Red Dragon' is a remake of 'Manhunter' (starring William Peterson), but it fits in better with the Hannibal quadrilogy.