Oh crap, I should kick myself for forgetting this. thx 4 reminding me Freak Show.
All of Luc Besson's films except for The Big Blue. As Freak said, The 5th Element. But most importantly- the original La Femme Nikita with Anne Parillaud, The Professional with Jean Reno.
As with Heat, any other Michael Mann film is great as well. Manhunter-based on Thomas Harris's book, Red Dragon, of which Silence of the Lambs was actually the sequel. This is less action, more a very awesome serial killer mystery
For just action without sci-fi, etc I still love the older John Woo films. The Killer was good. Hard Boiled just rocks though.