I'll mention Spiderman 2 again, since I think even its detractors will be able to acknowledge it's fantastic action sequences. Notable the train sequence, which really did some fantastic things with perspective, long takes, stellar virtual and traditional camera work, and really just captured some beautiful choreography and nailed it with near perfect editing giving it a really thrilling rhythm which I always mention here, but I really think it's the key to any great action scene. I like to equate action in film to live dance. It needs to be interesting, pleasing to look at, and most importantly it needs a good rhythm, since rhythm is inherently tied into movement, which is then the fundamental basis of dance or action, all about movement.
Likewise, The Matrix: Reloaded is my favorite action film of the 2000's thus far, at least in terms of just the action and film work. Hate it as much as many people do, it's hard to deny the craftsmanship of the action scenes. The freeway chase hits the nail on the head in much the same way as the aforementioned train sequence from Spiderman. It nails the spectacle, it's beautifully shot, it's surprising and strung together with fantastic editing. Likewise, the fight sequences in the Mansion of the Merovingian is a gorgeous wuxia-comic-book action showcase as solid as anything to come out this decade.
I'll also quote Crouching Tiger, Hidden Dragon, not as an action film (it's not) but as a sort of bridge between the two sides of my dance-action analogy. It's another take on wuxia martial arts fighting, but really experiments with the elegant beauty of dance, drawing a fairly substantial and obvious parallel between the two.
The Bourne films obviously as well have set new standards for action combat in cinema. Sure it's made a big deal out of shakey cam, but it's still used magnificently. It makes it intimate, chaotic, tense, but it's all still filmed so that you can follow the choreography of the fight or chase or whatever it is, and still maintains that necessary rhythm. And the scenes in the last two Batman films try to emulate the same chaotic feeling as the Bourne films, only it lacks the rhythm and none of them are really shot carefully enough to follow the show, if there even is much choreography in those scenes.