If you found Gerry and Elephant interesting, you will likely find Last Days interesting as well. A lot of people say negative things about it, but most of the time, they haven't seen the other films he made around the same time. They really do form a loose sort of trilogy as far as theme and style goes. It seems a lot of people jumped on it because it was loosely based on Kurt Cobain, and when they got something that wasn't quite what they wanted, they were kinda upset.
For the record, I looooooove Elephant. If it weren't for Drugstore Cowboy, it would be my favorite by Gus. I think Last Days is slightly better than Gerry. Gerry is a bit too loose and meandering for me. Elephant is brilliant, though. It's style borders on like, cinema verite. I love love love that movie.
EDIT; I liked Paranoid Park a lot, too. It seemed sort of like a happy medium between his drifting and rather existential artsier films and his Hollywood pleaser flicks. It's not perfect, and I don't think it stands up to the preceding three flicks, but I liked it.