I hadn't thought about the Dog Star Man parallels, but yes! Of course! And I think we liked ISABD for very similar reasons as, though I didn't cry, I did come out verrrrrrry emotionally drained afterwards. Like, super-drained. I can't really imagine seeing it as three separate short films, as it coheres together so beautifully.
My Malicks probably go: Days of Heaven > The Thin Red Line > Badlands >> The Tree of Life >>>>>>> To The Wonder. I've heard very varying things about Knight of Cups but I'll probably buy a ticket anyway. I would recommend seeing Thin Red Line in the best quality possible. The first time I saw it, it was late at night on TV. I liked it but wasn't blown away and thought it was too long. The second time I saw it on Blu-Ray in full HD and was just all woooooooooow. The battle scenes were immaculate, the cinematography was beautiful and it didn't feel too long this time. So yeah, however you watch it, just watch it in as high an image quality as possible.
I'm a big Joaquin Phoenix fan also. Even in films that I'm not massive fans of (Inherent Vice, The Master etc.) I tend to always really like his performances. We Own The Night and Her are my faves, and he is very good in The Immigrant (although it's definitely the Marion Cotillard show in that regard). If you like melodrama, I'd highly recommend Imitation of Life from 1955. It's probably the most purely emotional film I've ever seen: so expressive in its acting, its cinematography, its production design, everything. I'm not a crier, but that one is definitely the closest I've come to crying at a film, so that says a lot.
Also, you might want to check this out.