The Kid Stays in the Picture, a documentary about the life of film producer Robert Evans. Shows you the importance of persistence; for me personally, let me know that no matter how down and out a single person can be, that single person can probably get themselves up and in again.
Clerks, with which I'm sure some of you are familiar. Wonderfully thoughtful film about everyday life and hopelessness. Says, to me, that the friends you have are good enough. It's also about not harping on your past.
Finally, Ferris Bueller's Day Off. I'm sure Rukas scoffs at the notion of this being a thought-provoking film, but I assure you, Michael, the movie fits your narrow criteria. There was an interesting theory put forth about this movie by Richard Roeper, whom I usually hate strongly. He said that it's an anti-suicide film. Cameron's character is the one in danger of committing suicide, and Ferris's is the one who brings him back from the proverbial edge. It's about stopping and taking in the beauty of life: Ferris says almost exactly that during the opening: "Life moves pretty fast; if you don't stop and look around once in a while, you could miss it."