My 'Friends of the Odeon' loyalty card is pretty good. Get 800 points and you can get a free cinema ticket. With less points you can buy snacks and things. If you watch a lot of films, then it is a great deal.
The Nectar card is my favourite though, as you can use it so many places. I build up a lot of points through ebay, watching adverts, and grocery shopping. I then spend them on books.