Mike Leigh is an interesting director. Most of his films are nearly entirely improvised. He assembles a group of actors, gives them a vague outline of a plot and has the group spend several months improvising and developing their characters and their story. If he feels they've got a film he starts filming. That's how I heard it, at any rate.
I've seen Nuts in May, Secrets and Lies, Life is Sweet, Topsy Turvy (About Gilbert and Sullivan and their writing of The Mikado - not improvised afaik) They are all very intense and a mix of humor and sadness.
I'd have to say
Secrets and Lies was my favorite.
spoilers galore in the plot summary.