I love Man Bites Dog and have watched it several times. I only have it on tape, but next time I have money burning a hole in my pocket I'll get the Criterion dvd. Lots of hilarious moments, pure depravity.
Todd Solondz is awesome, and Happiness is the best. I have to agree.
Some recommendations would be:
First, see every film Woody Allen has made, because they all have their own goodness and charm. If you haven't seen "Purple Rose of Ciaro" do so, and "Annie Hall" and "Manhattan" are still his masterpeices.
Also, "Heathers" is a great dark comedy, probably the best of the 80s. If you haven't seen it run out and get it now.
"Crumb" is a documentary on Robert Crumb, who is insane. Same director as Ghost World, and it's really good.
"Election" is a movie you should have seen already, but if you haven't, get on it.
"Dead Man" and "Ghost Dog" by Jim Jarmusch are two of the best independent American films, and should be required viewing. You will probably like them if you have good taste.