Memories. His contribution to the short film Magnetic Rose was not as a director but as a writer and designer. I haven't seen it yet, but Stacy saw it years ago and told me about it, before I knew who Kon was. Even just the story stayed with me.
Perfect Blue (1999). His first directorial film, a psychological thriller that critiques Japanese pop media and the sexualization of female public figures. Mind-bending, upsetting, and rightfully compared to Hitchcock, this movie put Kon on the map. Director Darren Aronofsky paid for the rights to the film so he could use a scene from it for his film Requiem for a Dream.
Millennium Actress (2001). Widely regarded as his best film, though there is some contention to that. This is a romantic melodrama centered on a (fictional) legendary actress recounting her life for a documentary. It's really something else. If you decide to try a film, I'd recommend starting with this one. I have yet to meet someone who was unmoved by it. It also made Slant Magazine's list of best 100 films of the '00s at #30.
Tokyo Godfathers (2004). One of his more unusual films and one of the most overtly humanistic. The story of three homeless people in Tokyo on a journey to return an abandoned baby to her mother during the week in between Christmas Eve and New Year's Day. A screwball comedy that nonetheless doesn't shy away from the harsher aspects of the side of Tokyo no one ever makes films about. It highlights not only the homeless but South American migrant workers, transvestites and the gay subculture as well as youth violence. Yes, it really is a comedy.
Paprika (2008). An adventure science fiction film with a plot that's difficult to follow but really not as important to the film as it might seem. This one's very interesting when you get under the surface, especially when you hold it up to his previous films as a continuation of their themes and elements. Some people don't like it, I really do.
Paranoia Agent (2005). His only TV series, I'm only halfway through it but so far it's very, very good. A further continuation of his themes of fantasy and reality, media, and societal critique.
Satoshi Kon: The Illusionist by Andrew Osmond is a decent book I read for a paper I wrote spring quarter on Kon. For people interested in Kon's history and some insights into his work, it's not bad, though for scholarly papers it's on the light side.
Cinema Anime by Steven T. Brown has one article on Kon's work that I thought was quite good. It mostly compared his films to Hitchock's body of work and how certain themes and ideas related between the two.
A one-minute short film he wrote and directed for a compilation of animated shorts.
He was working on another film called The Dream Machine. I'm not sure if it got finished or not, but in case it gets a release, that's another one to watch for. It's supposed to be a children's movie.