Blue Velvet is a good balance between his grotesque, batshit weirdness while still being fairly accessible.
Elephant Man and The Straight Story are good and super straight-forward.
I don't even like Wild at Heart that much(super strong late-80s cheese) but it's pretty much worth watching just for Willem Dafoe's small part.
Don't bother with Inland Empire until you've seen everything else, if then.