I don't recommend watching comedies. There is a lot of slang in comedies that will probably make it difficult to understand. Horror movies are good, because there is usually not much dialogue (a good amount for a learner) and the dialogue is usually pretty conversational. Dramas are sometimes good sometimes not. And then romance is usually good because you can guess a lot from the context of the movie. Animated comedies might be good because they are often targeting a younger audience, so it is more easily understood.
Whatever you watch, make sure you watch it with English subtitles NOT your native language subtitles, and watch it with a pen and paper, and write down all of the new words you learn.
Songs are sometimes not very good for listening practice because the pronunciation is strange and sometimes the grammar is wrong. But, it can be a lot of fun too, and therefore effective. I recommend listening to Jason Mraz - Lucky. He often sings really fast, but his pronunciation is very clear and he has great songs. Lucky is a little slower, so it's a good song for intermediate, I think. After you listen a few times, pull up the lyrics to check what you missed. From there, check out artists like him. I really like Sister Hazel and Vertical Horizon, but those are just my favorites! :)
For movies, I recommend Resident Evil, Just Friends, and Toy Story!!