All the movie mentioned above are great, The Untouchables and The Hunt For Red October are pure Connery-fests.
The Name of The Rose and The Hill also have outstanding performances from Connery.
And The Rock...well with any other actor in that role the movie would've been the sickly, flag waving tosh all of Bay's other movies are. But instead it's a great watch and has virtual cult status, thanks to Connery; not least because of the unsaid, but obvious inference that his ex-SAS soldier could easily be an elderly, betrayed Bond.
But there's something very sentimental to his appeal and the movies that go top of the pile for me reflect that - perhaps not 'Oscar-worthy' performances, but characters so well realised by Connery that they seem, well, immortal!
In runner's up position is the impossible role, made possible by Connery of playing Indiana Jones' dad. The chemistry is perfect as is his delivery of every single word, grunt and gesture in The Last Crusade.
But for me there can be only one winner....

Highlander's Juan Sanchez Villa-Lobos Ramirez.
From the moment he literally leaps onto the screen the movie jumps from cool graphic fantasy to majestic cult status.
Sure the FX are dated and you can see the strings at the end (why didn't they remove those on the remastered version?). But it's dated well in the ways that really count - storytelling, performance and direction. Director Russell Mulcahy showed visceral genius with camera moves that have been copied and never really matched for sheer cinematic joy.
There's many films that use a camera move to tell us part of the story (this is filmmaking at it's best). But Highlander is jam-packed with these moments - moving us effortlessly back and forth through time, as well as upping the anti when the action ensues, going from intimacy to cinematic-epic with a sweeping move and a music cue from Queen.
The Queen soundtrack is really outstanding, pushing the time-hopping adventure along at breakneck speed and underling the tonal shifts with relish (if only they'd done a Bond theme).
The casting all seems so wrong on paper, but on-screen i can't imagine any otther actors palying any of the roles so well; Lambert's poor grasp of English makes his delivery odd enough to believe this is someone whose lived 500 years and been everywhere. Clancy Brown's Kurgan is IMO the best archetypal screen villain of all time (and that includes the Bond villains and Darth Vader); his performance is note perfect - at once witty, entertaining and terrifyingly barbaric.
And of course Connery steals the show as the regally attired, wise and charming mentor. He tells us the story's legend - sets up the villain and produces the hero. He brings the necessary gravitas to the film's pivotal role; throughout this daft, wacky fantasy you'll believe it's all true because Connery tells us so. He convinces Lambert and he convinces us that there can really be only one.
There's talk of a remake, but i think it's long delays and the crappy Highlander sequels prove that the original movie had captured something very magical in a bottle and it's near impossible to re-capture it.
ETA Note: Talking of the sequels, Highlander 2 is the QoS of that franchise - both movies that were totally screwed by circumstances beyond the filmmaker's control.
Thanks to a stock market crash midway through production in Argentina their budget dollars were suddenly worth sod all. The studio refused to re-finance and the suits were sent in to take it away from the director and wrap up the shoot. Director Russell Mulcahy walked, disassociating himself from the mess that was left.
Like QoS there's moments of genius in Highlander 2, but as a film it's a bloody mess, without logic and an ending that feels like it was really meant to be a middle act. Aside from that the 'alien origin' plot may well have been as misguided as the fans screamed, but i think we'll never really know if the film could've worked or not. If you're curious there's a nice short doc on the Highlander 2: Renegade Version blu-ray in which Mulchahy expalins all of this.
Edited by Odd Jobbies, 22 January 2015 - 12:36 PM.