I love _Heat_, EXCEPT for the ending. (Spoilers) It just feels too forced as "the good guy has to win". So, I always stop it when the good guy cop says "He's gone!". It's much more in character with the bad guy; basically his entire career up to that point was being conservative and playing the long time, and I just didn't see the motivation for him to go after the cop and reverse his core policies. IMHO, it's a much better movie that way.

I think he was always great, but found him especially hilarious in "Kiss Kiss Bang Bang".