I've read every Wolfe novel except for Pandora By Holly Hollander, and Castleview. I think my very favorites are:

Book of the New Sun
Book of the Short Sun
Wizard Knight

A very close second tier would include:
The Latro Books
Fifth Head of Cerberus
Book of the Long Sun

Oh, and if possible, let's keep this thread spoiler free.

I work with his son-in-law. I've never read anything by him, but I'm going to. Other mechas, is Castleview any good? That's the one I picked up from a used book store.

Castleview kind of sucks, IMHO, YMMV.

The Book of the New Sun series is excellent. I wasn't as wild about the Long Sun books, so I stopped reading them.

His new Wizard Knight books seem fabulous, but I keep getting halfway into the first book and getting distracted.

I just picked up the first of the Latro books at a used book shop. Will have to try that out.

But really, Wolfe's specialty is short stories. His stories are among the best, if not THE best written by any living American author today. And really you can pick up any of his collections and find wonderful stories. Though I recommend "Gene Wolfe's Book of Days" if you can find it.

I have very fond memories of reading the New Sun books starting in high school and a few times later into young adulthood, but nothing recently (kind of drifted away from SF in general).

goatdog: Cool, a brush with genius. I personally wouldn't start with Castleview. Try the Book of the New Sun. It's the one that gets everyone hooked to start with.

selfnoise: The Book of the Short Sun is really excellent, and while BoLS can be fairly draggy, it's worth it as a setup for BoSS. But Wizard Knight is all good. :)

Which ones are the ones about the Autarch? I read those and liked them but was not blown away. I's like to read more.

I usually tell people getting into Wolfe to start with the Latro books. In many ways they're the most conventional, and the easiest to get into the mythological space of. Knight & Wizard are amazing but harder to read, and the Book of the New Sun/Long Sun/Short Sun can be daunting. He's very much grown as a writer over the decades, but the Fifth Head of Cerebus is another decent place to get a feel for Wolfe.

His shorts, I find, don't succeed as well as his novels do. Wolfe need the space to develop.

The Book of the New Sun (The Shadow of the Torturer, The Claw of the Conciliator, The Sword of the Lictor, The Castle of the OtterThe Citadel of the Autarch) is novel with Severian, the Torturers' apprentice, and the Autarch.

I've read all the Sun books (and liked them all, really) and am waiting for the new book to come out in paperback before I read them both. I've read them twice in a space of five years. I really got more out of them the second time around.

Here is the Urth list, which has (well, had, mostly) a lot of discussion about the Sun books. Here's a character list from the Sun books.

The only book of his I’ve finished is Peace, which I thought was magnificent, but peculiarly low-friction: I must have started & half-finished it four or five times over the course of the seven or so years from when I bought it to when I eventually reached the end of it. Still, it was an altogether rich & strange reading experience. I really ought to try out his short stories.

misteraitch: I loved Peace, but yeah, it was tough going at times. It's the most difficult to read of any of his books, imo.

I read The Shadow of the Torturer and thought it was excellent. He really has a unique writing style, and it's set in such an unique world. It was really fresh to me even though I've read a lot of science fiction, even including random collections like classics written by women and early short stories by Russians. I never even saw anything remotely similar in two years of subscribing to Fantasy and Science Fiction, but maybe I should've been reading Analog all along...?

I wish I had the time to read The Claw of the Conciliator and the other works mentioned here. :(

Whoa, halonine -- you've only read 1/4 of the Book of the New Sun! I must say, without finishing it you are missing out in a big way.

Sorry to hear about your lack of time for reading Wolfe!