My personal favorites are the costumes he wore as Jean-Baptiste Emanuel Zorg in The Fifth Element. They were created by French fashion designer Jean-Paul Gaultier.
On a related note, here's what Gary had to say about getting back into his Jim Gordon suit again:
A: My drab greys and beiges [laughs]. I went to the production offices the other day and there’s all these fantastic pictures across the wall: Catwoman, this, that, and I thought, 'where’s my wall?' I don’t have a wall, I just have a rack of very, very dull clothes [laughs].