Which British film artists will get Knight/Dame hood?

Julie Christie and Glenda Jackson have also turned it down.

I would think Helena Bonham Carter and Colin Firth would be so honored, not least because of their portrayals of the Queen's parents in The King's Speech. 

Knighthoods and Damehoods aren't always given to the "greatest" actors  and filmmakers (though I'd say McGregor is very accomplished and better than you credit him) , even though it tends to seem that way.

They also give it to entertainers who made a strong cultural impact, either in the UK or internationally. Neither Roger Moore nor Joan Collins are regarded as great actors (McGregor is far superior to both of them) but were knighted and damed  for having popular careers. McGregor (along with Danny Boyle) defined British filmmaking for a generation in things like Trainspotting and Shallow Grave. McGregor has meant far more to the British film industry than someone like Bale or arguably even Gary Oldman (whose early impact was strong before the Hollywood dollar becknoned). And he's had longevity as a star and played iconic roles like Obi-Wan Kenobi and Christopher Robin. And he"s the most iconic Scottish actor since Connery. I'd say McGregor is probably in line to get knighted before several of the names I mentioned in my post.

Ritchie as well. Had an extremely strong impact on British filmmaking with his cockney gangster stuff, and continues to have box-office success on a global scale (Sherlock Holmes films, Aladdin). Ritchie feels like a no-brainer at some point. Same for that guy who directed a bunch of Harry Potter films (David Yates). Success helps a lot.

Christopher Nolan
Kate Winslet
Rachel Weisz
Gary Oldman
Danny Boyle
Jude Law
Sam Mendes
Colin Firth

They have some possibilities I guess.

Danny Boyle was offered a knighthood for his work during the 2012 London Olympics Opening Ceremony but he refused it, so maybe he never will.