If you have Netflix go watch The Daniel Prophecies. Its a very objective look at the prophecies presented in the Bible. Or you could watch Collapse. Its a guy talking about peak oil and how nothing will ever get around it. Granted we have found quite a bit more oil since the making of it, but still makes you think. Hm....trying to think of other movies that are good for someone who may be prone to skepticism....Well this isn't a conspiracy per say but the movie Food Matters talks about how MSM/the government/ and Doctors all mislead you in regards to nutrition. They don't go into things like fluoride in tap water but still good stuff.

If you want to go more on a macro level look up Suspicious0bservers on youtube and watch some of his longer videos. Delves into a theory about how the universe works that goes against the mainstream views. Its quite interesting and makes a lot of sense. Plus it provides some sense of doom, not the overwhelming 'holy shit'moments where you think 'whats the point anymore, im gonna die anyway'.

And if you really feel like getting into conspiracies, go educate yourself on the Illuminati. Thats always fun. Anyway hope some of this helps you get into the world of conspiracies.