It really all depends on the source material. Movies should look better in PAL progressive, because PAL is 25fps, and movies are 24 fps so all that really needs to be done is to run the movie at 25fps, which gives good results. The situation is different for NTSC, because NTSC is 30 fps, and movies are 24 fps, which means that fields have to be dropped.
However, many PAL movies are converted from the NTSC versions, and not the movie stock itself, which is the worst possible scenario.
This site is the best I've come across for this sort of stuff. Some wonderful explanations there.