Perhaps the most important resource Film Studies students need are scholarly (and often peer-reviewed) journal articles. Start in some of these databases to find film-related journal articles. If you find a record for something that isn't full text, you can use InterLibrary Loan to request it.
Citing your sources properly -- especially the films that you refer to and any images you include in your paper -- is important and required.
Purdue University's OWL Writing Lab Citation resources are the best ones out there on the web. Generally, Film Studies courses require that you use MLA style. Detailed information on MLA and other styles, such as Chicago, are available here.
Check out Berkeley's Guide to Citing Film, Video, and Online Media.
Diane can help with citations, too!