The Melwood Screening room shows wonderful foreign, art, and documentary films. It seats 130, so it's someone small and intimate. If you like the big screen, then Filmmakers has a larger movie house called the Regent in Regent Square.
The Melwood has reasonably priced popcorn and drinks, but it's mostly about the high quality cinema that you won't find too many other places.
I have gone to several screenings where I've met the filmmaker, and sometimes there is a nice reception, which is a great way to meet other film fans. Best of all, the Melwood is one of the theaters used for both the 3 Rivers Film Festival and the Silk Screen Film Festival, both are worth checking out.
Parking is mostly on the street, plus they do have their own parking lot.