in fact i used to hate musical; they are not like a film but like a long-video clip...
but after i had seen Moulen Rogue i realized that Musicals can be "arty" as a film and moreover you dont need to bore yourself to see a too-arty classical film, instead a good-plot,superb-acts,great-musics and dances...
i recommend:
Moulen Rogue
Cabaret
Chicago ( i didnot see but probably a good-film of genre)
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West Side Story ( it wont fullfill your expectations if you r not American or &#304;talian or if u r not 50or more years old)