I think I've seen all Predator and (almost) all Alien movies, and some of them are... not good. However, yesterday we saw Prey and it's a movie I'd like to recommend for people looking for a nice thriller and/or action movie with actually a bit of substance.
For those in the unknown, the story is set in the 1700's and follows a Comanche girl that's derided for her wish to also hunt (and basically to be taken seriously). The way her evolving story and how the hunting sequences (both with animals and the Predator) are done are way above your average action movie. I will not say anything more, just go watch it if you like :)