I've seen Requiem for a Dream, that movie is so weird, it made me feel dizzy. And I've seen youtube clips of Highway, isn't he like the pool boy for some lady? Hmm, it's like the only movie of his I haven't seen, I should rent it out.
I remember an interview with Gerard where he was joking around about how Billy Corgan was his dad.
And I'm not a big Leto fan, but you should see American Psycho. Really good. And Requiem for a Dream isn't bad, but you'll probably feel high for a long time after watching it...
If you like Jared Leto you should see "Highway:" It's one of the weirdest movies I've seen but it's oddly entertaining. Jake Gyllenhaal and Selma Blair are in it too.