I have to agree that Heat is just a great, solid film from a master. There's a great deal of technical filmaking gems in there, that are perfect because they are so subtle. The attention to detail is amazing.
However, my favorite all-time heist film is also one of my top 5 films of all time: John Huston's The Asphalt Jungle with Sterling Hayden. Noir at it's noirish best. So gritty and tough, it raises your testosterone level with every viewing.
The best I've seen recently is Korea's The Good, The Bad, and the Weird. The title turned me off initially, but I'm glad I gave it a shot because it was extremely entertaining. It barely fit into the heist category; not much more than The Good, The Bad, and The Ugly, but since there is a train robbery, I'm counting it.