2006 was a pretty good year for movies about Victorian-era magicians. I liked The Illusionist quite a bit, but The Prestige is even slightly better. The two main characters, Borden and Angier, are played by Christian Bale and Hugh Jackman. I was thinking like (probably) many: Batman vs. Wolverine! But it's a mark of the power of the movie and their acting ability that I dropped that thought about 15 seconds in. Michael Caine has a supporting role as Angier's ingenieur, in charge of illusion construction. Scarlett Johansson appears as a double-dealing assistant, doing her usual supurb job of looking fantastic. (I'm sure she's a fine actress, but somehow I just can't pay attention to her acting when she's onscreen.)
Also, playing a famous scientist, a rare movie appearance by … nah, I won't spoil it, it's kind of a nice surprise.
The plot is "twistier than a bag of slinkies", and the film jumps around in time and place quite a bit; you have to pay attention. But your attention is amply rewarded.
The movie also looks fantastic; it got Oscar-nominated for cinematography and art direction.
Other than that, try to go into the movie knowing as little as possible; I think you'll enjoy it more.