I thought he was great in "Three Times" with Shu Qi, and I'm also a little skeptical of the rumor that they were/are dating. The rumor magazines love it when someone is seen talking to or holding hands with someone, even if they are only friends. You never know and of course, the stars will never tell you!
He was also quite dashing and intense in "Crouching Tiger, Hidden Dragon" and I think his portrayal of his character was very strong. He turned in a much stronger performance than Zhang Ziyi, who seemed a little bit wooden. Not as ...expressive or persuasive as all the other actors.
Anyways, I saw him in Wong Kar-Wai's "2046," too and he was also good there. One of most beautifully filmed movies ever.