Cage movies I'd rewatch (which doesn't mean that I haven't liked some of his other movies, but this is strictly "if it's on the tube, I probably wouldn't click to change it"):
Fast Times At Ridgemont High (sure, Cage only plays a bit part :) )
Valley Girl (Deborah Foreman -- yessir!)
The Cotton Club
Peggy Sue Got Married (a movie I'd watch _despite_ Cage's voice)
Raising Arizona
Honeymoon In Vegas (not to be confused with Leaving Las Vegas)
Red Rock West
Guarding Tess
Lord Of War
the first half of Snake Eyes (De Palma does a great thriller in the first half of the movie, and a lousy action flick for the second)
The Rock
It Could Happen To You
Keanu movies I'd rewatch (again, a subset of what I've enjoyed):
Matrix
Matrix 2
Matrix 3
Speed
Much Ado About Nothing (despite Keanu)
Dracula (for Monica Bellucci)
Point Break
Bill & Ted's Excellent Adventure