I don't know about sexy as such but Heat and Leon are still in my opinion stunning films, if only because Michael Mann and Luc Besson respectively managed to create a haunting sense of beauty in two innately ugly cities.
Sea of Love (which Basic Instinct ripped off) was quite sexy. Weirdest film involving sex I've seen would have to be Crash with Holly Hunter. People getting their rocks off at car crash sites. Freaky!!!