Q: : I have a strong need to relax and unwind after a long day at work. Is it o.k. for me to watch movies which have no immodest content, such as sci-fi movies?
A: Your need to do things that bring you pleasure is a legitimate one, but must be channeled in the proper direction. Science Fiction movies, even if they have no immodest content (which is very rare today) are harmful to one's soul.
Study the Agadot of Chazal: Ein Ya'akov, Midrash Tanchuma etc. These parts of the Torah are certainly pleasurable, and direct one's heart toward our Father in heaven. Try to dream of the coming of the Mashiach and to clearly picture it in your mind. You might also find pleasure in playing games (with positive content) with children.
Once you have stopped going to movies, you will also find pleasure in the new purity that you discover in your soul.