I love musicals, so my list is looong. Some of my faves, though...
I've only seen one musical in the theater 🙁 but it was amazing. It was Sweeney Tod and, being a lover of the movie version, I can say that it was just as good as Burton's, perhaps better considering the format of a stage production.
Movie musicals, I love Hairspray, both the original and the remake, Grease, obviously, Rocky Horror, duh, phew, so many. Musical really is one of my favorite movie genres, but my advice would be to steer clear of The Last Five Years, the only musical that I felt completely wasted my time to sit through 🙁