I'm slowly working my way through this as well. I'm not really a fan of Cox's films, but he writes well, with insight and a lot of love. Some good snippets of information, too.
I like Cox's films, but one that's a little different than most is EL PATRULLERO (THE PATROLMAN). It takes place in Mexico and involves a young graduate of the Federale police academy, who is sent from Mexico City to a rural posting in a sleepy pueblo. Things aren't what they seem in the "boring" little village and soon the protagonist is involved in a battle with well armed narcotraficantes.

A serious film, it has none of Cox's usual humor, which often can make one wince. A modern day Western, masquerading as a police procedural, EL PATRULLERO is highly, highly recommended.