Besides their obvious ones Fargo, Raising Arizona, O Brother, Where Art Thou? , The Big Lebowski and No Country For Old Men, I would recommend these
The Man Who Wasn't There
Amazingly shot black and white noir. One of the few Billy Bob Thorton movies I really enjoyed. Features a younger Scarlett Johansson too, can't ask for much more
The Hudsucker Proxy
One of their lesser known movies, a dark comedy, very stylized with quick talking reporters and ice cold businessmen. Its not for everyone though, probably one of their lesser knowns for a reason, but worth a watch I think its great
With most Coen movies, they stick to a pretty solid forumla, and no matter what genre they dip into, they always seem to do well. They have almost exclusively used Roger Deakins to shoot their movies, and frequently use Carter Burwell to do the score, good chemistry.
Millers Crossing is really dope too, they make a lot of good movies