A film that blew me away recently for it's photo-realistic CGI is 'Dawn of the Planet of the Apes'. I was amazed at how the artists gave the apes so much personality and emotion, you can really connect with the characters. I definitely recommend watching this film.
There is also a great essay on the production of the previous film 'Rise of the Planet of the Apes' on CGSociety (http://www.cgsociety.org/index.php/CGSFeatures/CGSFeatureSpecial/rise_of_the_planet_of_the_apes). If you are interested in learning how they achieved these effects then you should read it!