Twist endings, which are your favorite?

In "Shutter Island" There's a subtle twist to the twist at the end. The Laeddis character actually is sane and breaks through at the end, but makes a sane decision to be labotomized anyway due to his inability to live with his reality.

I didn't realize the twist on the twist until the second time I watched the film. In the last bit of dialogue Laeddis asks a question. "Which would be worse;to live as a monster, or die as a good man?"

The realization that the character rationally decides to be labotomized made the movie much more tragic for me.

What are your favorite twist endings?