One thing I'd like to mention is that most yakuza films are DV now. Used to, they'd get theatrical releases and shit, but noiwadys, a STRAIGHT-UP hardcore yakuza film won't get you anywhere. So, the films I'm about to reccomend arent strictly, straight-up yakuza tales for the most part. But they are great.
And, yeah, SHARK SKIN MAN AND PEACH HIP GIRL is a damn good film of course.
But, yeah, I got some more...
PISTOL OPERA. Not a traditional yakuza film, it's about hitman/hitwomen fighting to be the # 1 assassin, moving their way up the yakuza ranks. The interesting thing about Japanese cinema like this and Gozu and such.. is how often you find yakuzas in different films. Here in America, you don't see gangster films (aside from the awful comedy MAFIA!... and Miller's Crossing is a bit unconventional, I guess) where the "gangsters" are in different types of movies. In Pistol Opera, you've got yakuzas fighting to be the # 1 assassin, in this surreal landscape, with explosive colors and shit. Just insane and awesome.
THE OUTRAGE... I mentioned it above, but I gotta say -- without any hesitation -- this is one of the finest and most engaging yakuza films ever made. Kitano is a master director, one of the best directors.. ever, and perhaps the most poetic and meditative director since Ozu (which is strange, since his films, thematically, couldn't be further from Ozu if he tried).
GLAMOROUS LIFE OF SACHIKO HANAI is a film with yakuza action, roleplay/cosplaying, George Bush, "pinku" (violent sex!), and it's just surreal, off the wall, and fucking hilarious.
YAKUZA IN LOVE - 1997. Very lonely, depressing, but moves fast. Bleak and awesome.