The shoot out in Heat is awesome especially if you have a decent home theatre system, the sound of the bullets whizzing past when you crank the sound up is fantastic, it is one of my favourite films.
Also like Black Hawk Down, again the soundtrack is amazing, have had the whole lounge vibrating when the black hawk is hovering overhead just as if it was above my house, fantastic!!!
On a personal note I believe action films can never be too loud :D