Anyway, the movies:
PEKING OPERA BLUES because it distills everything that was great about Hong Kong Cinema into a single film. Reasons for its awesomeness include its unique mixture of genres, its breakneck pacing, its action, its cultural flavor, its use of history and Chinese nationalism, its strong female characters, Kenneth Tsang's facial hair, and finally the actresses, the actresses and the actresses. I've called PEKING OPERA BLUES the "perfect Hong Kong film" and I'll probably never change my mind.
SHANGHAI BLUES because it does a lot of what PEKING OPERA BLUES did but adds romance, music and Sylvia Chang and Kenny Bee. Probably the closest we'll ever have to a Tsui Hark musical, unless you count bits of his other films.
THE BLADE because its action is so awesome. As an early attempt at the postmodern martial arts movie its now somewhat dated and pretentious, but at the time it was an exhilarating and unexpected work. It also was a huge flop.