I'd say A Woman Under the Influence, then start at the beginning and watch the other films in order.
Ok boys and girls I saw The Killing of a Chinese Bookie. I thought it was incredible, where should I go from here with Cassavetes?
"There is a compromise made if you work on a commercial film and the compromise isn't how or what you do, the techniques you use, or even the content, but really the compromise is beginning to feel a lack of confidence in your innermost thoughts. And if you don't put those innermost thoughts on screen then you are looking down not only on your audience but the people you work with. And that's what makes so many people working out there unhappy. They say: 'Well, I'll make a lot of money and then I'll come back and do this later on.' The truth of the matter is, of course, that they never do. These innermost thoughts become less and less a part of you, and once you lose them you don't have anything else. I don't think anyone does it purposely. It's just that a lot of people are not aware of losing those things. I found myself losing them too, and the suddenly I woke up by accident, by sheer accident of not getting along with something, with something inside."
John Cassavetes was bold, fearless, eccentric, witty, and a complete original! No one can fill his shoes!
Not only was he a fine actor, Cassavetes was one of the most conscious directors ever. He had a supreme ability to make actors transform into delicate and complex human beings rather than simply performers. He breathed life into his films, making them some of the most genuine works in cinema. Cassavetes was truly a master artist of cinema, stripping away superficiality and revealing something tangible, something real.
A great quote from him: “You must have the courage to be bad — to be willing to risk everything to really express it all.” — John Cassavetes
Just so people know, Cassavetes did not attend Colgate University, nor Mohawk College. As a current student at Colgate I can confirm this. Also if you visit Ray Carney's site (http://people.bu.edu/rcarney/cassfilms/researchingcass.shtml), he explains why this fallacy is so widely spread. Don't believe everything you read.