We've done all sorts of things with our at-home movie nights. The same applies to when we go out to see a movie - we try to pick something the other person would like or that we'd both enjoy.
Some ideas we've tried and enjoyed:
I came home one night to find candles everywhere, our mattress in the loungeroom and dinner ready. My husband put together a 'mattress picnic' by candlelight and we watched a great movie (we've done this a few times).
We've had many 'carpet picnics' with our DVD nights as well as 3 course meals and games.
We've also done theme nights where, we've linked a game or trivia and the food with a DVD and decorated the room. For example -
Superheroes - I put together some superhero trivia questions as well as got together some pics of well known and obscure super heroes and villains from comic and tv and my husband had to name them and their superpower while I finished getting dinner ready. We then watched a superhero themed DVD (in this case, 'Defendor' with Woody Harrelson - a different kind of superhero).
Travel - If your DVD is set in a particular country, for example France (eg From Paris with Love - John Travolta, Chocolat - Johnny Depp) or Italy (Quantum of Solace - Daniel Craig, Roman Holiday - Audrey Hepburn), prepare your food and some activity around that country. You could decorate in the colours of that country's flag, put up pictures from the country, learn some of the language (there are heaps of ideas and downloads on the internet) as well as watch the DVD.
There are so many ideas! Have fun!