Under Siege 1 & 2
Above The Law
Marked For Death
Out For Justice
They're the most watchable Seagal films, almost all his other films are pretty shite and passable at best.
Hard To Kill is sort of worth watching, in that it is truly one of the worst films Seagal ever starred in (and that's saying something), but so bad it's pretty damn hilarious. It's the quintessential Seagal film, you got the resurrection + revenge theme and Kelly Le Brock playing an angelic nurse in the opening act, and then a glossed up mini-skirt whore for Seagal in the middle act. The script also keeps making many references to how macho Seagal's character is, and they even create a supporting character (played by Frederick Coffin) who is constantly barking OTT complements to the point where you can clearly see the character must be in love with Seagal's!
One of Seagal's recent films is pretty funny as well: Urban Justice. It has a stripped down, no faffery revenge theme and very low production values, but the sight of a puffy-faced Seagal walking around the ghetto mumbling "I just want to find the motherfuckers who killed my son" (his only line of dialogue in the film) is pretty damn amusing.