In college I took a class that studied his work in depth thru Casino. Although it seems atypical of his overall body of work on a surface level, Age of Innocence is among his best.
Goodfellas is my favorite of his movies. Taxi Driver is a classic. Almost all of his films are classics. The Departed rocked. Cons: I own Casino, but every time I get about half way in, I can't finish it. It reminds me too much of Goodfellas. It's just not my type of film.