The 39 Steps with Robert Donat and Madeleine Carroll, The Lady Vanishes (how could Cybill Shepherd do such an atrocious remake?) then Hitchcock's first proper all American movie without Selznick's interference - Shadow of a doubt. Strangers on a Train with Farley Granger is also a firm favourite of mine.
Finally, I love his british flick from 1972 - Frenzy. If you haven't seen this one you are kept on the edge right until the final scene - superb.