Holy crap, Woody Allen is a national treasure. Pervert, maybe, but a legend all the same.
Yes, the early ones are funny and goofy and enjoyable. Yes, Annie Hall is a masterpiece. But there are many excellent ones since. Most notably...
Manhattan
Hannah And Her Sisters
Zelig
Crimes And Misdemeanors
Bullets Over Broadway
Mighty Aphrodite
Deconstructing Harry
Whatever you do, stay away from Celebrity. Just a miserable flop. He tried to make a tribute to La Dolce Vita and it just stinks on hot ice. Also, Hollywood Ending is pretty awful in my opinion.