warning: if you have a uber sensitive 3 or 4 year old - i cant recommend any movie that multiple age children can watch together. depending on your child's temperament - which aspect scares them some movies even v. mundane ones might be hard for some. for instance dd could watch spiderman teh movie with no problems, but she could never tolerate a bugs life.
(i am not including the films the pp posted either)
some of our favourite family movies have been listed by pp so i am not repeating them. as a parent i really have enjoyed children's movies too - like Ice Age for instance.
miyasaki films (except Spirited away and some others for the very young) - studio ghibli
milo and otis
all those dog movies - lassie, benji, beethoven, digbi
cats and dogs
honey i blew up the kids
happily ever after
the secret of roan inish
wallace and gromitt
mathilda (not sure if a 3 year old will sit through this one)