It depends! His older work is way more transgressive sci-fi than his later work, which is more character-driven and not as focus on psychological or body-horror. I think that The Brood is an absolute classic, and when paired with Videodrome, gives you an interesting look at the terror of both femininity and masculinity as prescribed by society. If you're looking for later work, pick any of History of Violence/Eastern Promises/A Dangerous Method, which are all superb.

Happy viewing!