MVR 3D created one of the best Matrix screen savers out there.
Since the Mvr.us homepage seems to be off the internet I am hosting the original downloads here.

Reloaded shows a 3-dimensionally animated Matrix code, dropping from top to bottom but also slowly approaching from a distance towards you. After a while your viewpoint changes as well, moving it underneath or on top of the dropping symbols. Also, in thisparticular flavor of Reloaded, some distorted images from the movie appear in the far distances and slowly move towards you.

This screen saver requires DirectX 9 or higher.