"Music of chance" I'd say, it's a good ride, easy to read, also showcases a lot of his qualities and has a place in my mind forever.
Edit: "Moon palace" is similar in a way. I think those two left the biggest impression in me. They both are probably not the critique's favorites, but perfect as an intro I think.
"Mr Vertigo" was my intro and I think it was a good one as well.
"In the Country of Last Things" is also great, but a bit short for the story arc iirc.
I read the New York trilogy relatively late but these are arguably his most well-received books and I enjoyed them a lot as well.
The other books I mentioned he wrote later, if I'm not misremembering.
I haven't read all of his books, but my personal favorite was "Invisible". I really loved the style and that the book is told from the perspective of three different narrators with sometimes wildly different interpretations of the same events.
