Just about any film by Fassbinder will be a rewarding experience if you have patience.
The previous mentioned QUERELLE, based on Jean Genet's novel, is quite a surreal (and gorgeous) film. My favorites would be WHITY, an over-the-top pseudo Spaghetti Western filmed in AlmerÃa (Available in a stunning 2.35:1 NTSC transfer enhanced for 16x9 from Fantoma). BEWARE OF A HOLY WHORE (Quintessential Fassbinder with Lou Castel and Eddie Constantine as director and actor on location in Spain shooting a Western. This is his 8 1/2, LE MEPRIS or DAY FOR NIGHT and directly influenced by his making of WHITY) ALI:FEAR EATS THE SOUL (Criterion Collection) which is a remake of Douglas Sirk's ALL THAT HEAVEN ALLOWS. THE BRD trilogy - also available from Criterion - which includes the THE MARRIAGE OF MARIA BRAUN, VERONIKA VOSS (sumptious B&W cinematography) and LOLA and deals with three different women in the aftermath of post-WWII Germany. The Revisionist Film Noirs: LOVE IS COLDER THAN DEATH, GODS OF THE PLAGUE and THE AMERICAN SOLDIER are essential. THE THIRD GENERATION is a film about a Baader Meinhof Red Army Faction like left wing violent revolutionaires. WHY DOES HERR R RUN AMOK? (a disturbed man in the aftermath of his killing spree) is another great film. So are THE BITTER TEARS OF PETRA VAN KANT and CHINESE ROULETTE.
Unfortunately, in the US, WELLSPRING (aka Fox Lorber) released HERR R and a bunch of of his films with sub par releases (screwing up the PAL to NTSC transfers), including FOX AND HIS FRIENDS, BEWARE OF A HOLY WHORE, THE MERCHANT OF FOUR SEASONS, SATAN'S BREW, IN A YEAR WITH 13 MOONS, THE STATION MASTER'S WIFE.
His 15 hour TV mini (maxi?) series, BERLIN ALEXANDERPLATZ, put out by Criterion, is also essential viewing.
If you want to see a really bizarre film, with Fassbinder acting, check him out as homicide detective, decked out in a leopard skin suit, investigating a string of murders in a futuristic totaliterian state which controls all facets of media in Wolf Gremm's futuristic crime thriller/sci-fi parody KAMIKAZE 1989 (1982).
An unbelievably prolific talent, between 1969 and 1982 Fassbinder made 41 films. WOW!

Love is Colder Than Death (1969)
Katzelmacher (1969)
Gods of the Plague (1970)
The Coffeehouse (1970) (TV)
Why Does Herr R. Run Amok? (1970)
The American Soldier (1970)
The Niklashausen Journey (1970) (TV)
Rio das Mortes (1971) (TV)
Pioneers in Ingolstadt (1971) (TV)
Whity (1971)
Beware of a Holy Whore (1971)
The Merchant of Four Seasons (1971)
The Bitter Tears of Petra von Kant (1972)
Eight Hours Are Not a Day (1972) (TV mini-series)
Bremen Freedom (1972) (TV)
Wild Game (Wildwechsel – aka Jail Bait) (1972) (TV)
Nora Helmer (1973) (TV)
Martha (1973) (TV)
Ali: Fear Eats the Soul (1974)
Effi Briest (1974)
World on a Wire (1974) (TV)
Like a Bird on a Wire (1975) (TV)
Fox and His Friends (1975)
Mother Küsters Goes to Heaven (1975)
Fear of Fear (1975) (TV)
I Only Want You to Love Me (1976) (TV)
Chinese Roulette (1976)
Satan's Brew (1976)
Women in New York (1977) (TV)
The Stationmaster's Wife (aka Bolwieser) (1977) (TV)
Despair (1978)
In a Year With 13 Moons (1978)
Germany in Autumn (1978)
The Marriage of Maria Braun (1979)
The Third Generation (1979)
Berlin Alexanderplatz (1980) (TV mini-series)
Lili Marleen (1981)
Theater in Trance (1981)
Lola (1981)
Veronika Voss (1982)
Querelle (1982)