This is a great topic. It's also kind of fun to see what qualifies as being a "big" movie to others. There are quite a few low budget indie movies that wind up being huge, like Clerks, Memento or Reservoir Dogs but some people act like they are still underground movies. On the other hand there are big studio films with higher budgets and well known actors like Fallen (Denzel Washington, John Goodman), Shattered Glass (Hayden Christiansen, Hank Azaria,Steve Zahn, Chloe Sevigny), Enemy Mine (Louis Gossett Jr, Dennis Quaid) or Matchstick Men (Nic Cage, Alison Lohman, Sam Rockwell) that got overlooked and mostly forgotten.
But for really good, low budget movies I'm going to list:
The Wrestler. Mickey Rourke plays an old WWF style wrestler who was once a household name but now is a few decades past his prime, living in a trailer park and struggling to patch up the broken relationship with his daughter. This movie has the biggest budget from my list and does have some star power with both Rourke and Marisa Tomei. However it has that rough, low budget feel, like the camera man is one guy running around rather than a big film crew.
Moon. I call this one Low SciFi because it has SciFi elements but they are grounded, plausible elements. For example, the Sun produces energy through fission, converting hydrogen atoms into helium atoms that get pushed out into space in what's referred to as Solar Winds. This means that the surface of the Moon is coated with millions of years of solar helium. The movie Moon stars Sam Rockwell as the sole person running a lunar helium mining operation nearing the end of his 3 year tour and looking forward to handing the job over to the next guy and going home to see his family. It's very much a character driven story that is hard to really talk people about without going into spoilers territory.
Primer. Another SciFi story that's very small and relys on character more than effects. I believe the entire budget for this movie was about what you'd spend on a used Honda. It's about a group of guys building a machine in their garage to try and solve certain engineering challenges but end up accidentally discovering time travel. The story is done very well and they do a good job in addressing time paradoxes and the rules of how their version of time travel works.