I like Walker
Certainly more than Sid & Nancy, which is borderline unwatchable. It's an explicitly political movie but approaches it from a clever angle - basically using anachronisms to draw out the parallels between 19th-century and Cold War-era US imperialism. Ed Harris is great in it, and the Joe Strummer soundtrack is effective. It's not as fun/funny as it could be but I don't think it needs to be to be effective.
Reminds me a bit of Godard's Week-End.