When he's not listening to things that go thump-thump-thump in the night, America's best-known houseguest enjoys renting movies. What, no courtroom dramas? *THE BIG PICTURE (1989, Columbia TriStar) ''I relate to Nick Chapman, Kevin Bacon's character, and the way he's tempted by the evils of Hollywood. If you sell yourself out and don't follow your instincts, your life will go down. I know how easily that could happen to me.''

*TO LIVE AND DIE IN L.A. (1985, LIVE) ''William Friedkin had Willem Dafoe and William Petersen back when they were raw talent, and they made the picture work. That film is a masterpiece.''

*TESTAMENT (1983, Paramount) ''Very heavy film (about a nuclear holocaust). Don't see it with a date! You'll turn it off and go, 'Bummer!'''