Some good nominations. A few that leapt to my mind:
For sheer classic coolness Clint as "Blondie" in the triangle faceoff at the end of The Good, The Bad, and the Ugly.
The shootout where Neo and Trinity go to break out the captured Morpheus in The Matrix was pretty fun.
When Leon, The Professional takes on the SWAT team to save Mathilda. (as portrayed in insanely precocious fashion by Natalie Portman in her big screen debut)
Pitt & Jolie as Mr & Mrs Smith take on an army of mercs in a store.
Bar scene in Desperado. (the fact that this movie introduced me to Salma Hayek was enough to make the list somehow)
Another bar shootout...this one being the meeting gone horribly awry in Inglorious Basterds.
The encampment raid in Predator with a special shout out to the governor of MN and his minigun, "Old Painless".