I'm not sure if this really qualifies, but I would say "Before the Devil Knows You're Dead." It's more of a tragic drama about how greed, desperation and guilt affect the characters, but there is a heist involved.
Also, Ocean's 11 (the original). Heists can be fun and cool too.
The Good Thief - I can't praise this movie enough. It looks good, Nick Nolte and Tcheky Karyo and Ralph Fiennes are great. The supporting cast is great. The story just works. Maybe my favorite heist film (and a remake - better than the original material, by far - of Bob the Gambler.)
Heat - Well, Michael Mann, Al Pacino, Robert DeNiro. What more to say?
The Fifth Element - It's basically a caper movie, at heart. A real fun one.
Ocean's Eleven - The Clooney one. For me, it's the personalities that make the movie work. The caper itself was forgettable, but the dialog was great fun.
Inside Man - Yeah, okay, it's kind of flawed. But the heist parts are entertaining.
Sneakers - Cast and script made this one work. It was clever.
Die Hard - Is it still a heist movie, if it's about the hero screwing up the villains' carefully-engineered heist...?