Yes, I show movies, but first we read the literature or one that relates to it. We take notes during the movie. We discuss it and then we do some sort of activity. I like to compare the movie to the book if possible. I also like to show effects of media on the audience pointing out music, scenes, foreshadowing etc.
For my students, this usually gets a lot of discussion.
I also have them either, create a different ending by changing one thing about one character or draw a story board depicting the events of one character through the story.