Mine would have to be:
Sampras vs Federer 2001 Wimbledon,
Gaudio vs Coria 2004 French Open,
Safin vs Federer 2004 Masters Cup(the one where Federer wasted 7 MP's, it ended 20-18 on a tie break),
Nadal vs Federer 2006 Rome
Roddick vs El Aynaouni 2003 Australian Open
Safin vs Federer 2005 Australian Open (what a match)
Nadal vs Coria 2005 Rome
Agassi vs Blake 2005 US Open (lots of winners)
Federer vs Nadal 2007 Wimbledon (awesome match, Nadal finally played better on grass against Federer)
Federer vs Nadal 2007 Masters Cup (never have I seen such a big difference between the 2, utter humilation)
There is one more that I thought was amazing but I'm not sure who it was, Hewit was playing in 2002 Masters Cup final against someone and I remember him winning the first two sets like 7-6 7-6 and then he was slaughtered in the next two then he won the last, anyone know who he played against?
What about your favourite matches in 2000+?