Not aliens per se, but Sunshine is great. Awesome ensemble cast headed up by Cillian Murphy on a journey to the sun.
Annihilation is an excellent sci-fi/ cosmic horror centered around our perception of alien "life", and will it even recognize us as life when we meet it. Natalie Portman and Oscar Isaac.
The classic 2001: A Space Odyssey. Admittedly more notable for Kubrick's filmmaking than the plot, but still a mind-blowingly cool movie.
Enemy Mine for the other end of the spectrum, about a human and an alien learning to work together / overcome their innate xenophobia.