Had to go with The Big Lebowski. First DVD I ever owned, as it happens. Mind you, O Brother, Fargo, and Raising Arizona don't fall far behind, and I have a certain fondness for Intolerable Cruelty as well (the bit where Wheezy Joe confuses his gun and his inhaler never fails to make me laugh, macabre though that might seem). Hell, I love all of them, though (as can be seen from my choices) I lean toward their more comedic fare.
I should mention, though, that I've fallen behind and haven't seen The Ladykillers or No Country... yet.
No, Lebowski takes the cake, though. So quotable. So much fun. Inspired in me such a great love for White Russians, and bowling, not to mention other,uh ... forms of recreation.