I am a huge fan of Wes Anderson, who is one of the top five filmakers currently producing in the world right now (along with P.T. Anderson, Scorsese, Bertolucci, etc.). His first film, Bottle Rocket, hooked me immediately, but it was his second film that really made me a fan. Rushmore was the second movie I ever went to see in the theater by myself (Trainspotting was the first) and is one of the best films of the 1990's (and features some of the best movie quotes ever). The Royal Tennenbaums was next; this film is a complete masterpiece. I went to bed watching it every night for 6 months.
Following Tenenbaums Anderson's films became more complex, but in a different way. They became more difficult to decipher, but bore great fruit with repeated viewings. The Life Aquatic with Steve Zissou was next, and took me several viewings before I really got into it, but once I found my place in it I totally fell in love with it, and in particular the performance of the great Bill Murray.
The same experience ocurred with The Darjeeling Limited, which I believe is the most difficult of his films to take apart. However, the more I watch it, the more I find in it. The performances are quiet, without alot of overt dialogue. This is a beautiful film, set in India, that really must be watched again and again. Take the time, you won't regret it.