Yes, 'The Man Who Would Be King', with Caine and Connery (and Christopher Plummer as Rudyard Kipling), was a great movie. It also gives a fair idea of the sort of people we're dealing with. It takes place shortly before Kafiristan (Nuristan) was converted to Islam, and shows that the character of the people has not been affected by that conversion.
The talk of how the British, Russians, and Americans never will rule Afghanistan is shown to be reasonable by the history in the main article, since not even Afghans have been able to assert control over that beautiful place. However, killing and obliterated various factions (such as the Taliban) seems to be the real national sport, a sport which everyone seems to love and at which everyone excels.