Fury Road, Road Warrior, Mad Max, Beyond Thunderdome.
Fury Road is one of my all time favorites, and as close to perfection as I'll rank a movie. Road Warrior is amazing and builds on the first movie, making the world even more insane. The original Mad Max is fascinating in its technically pre-societal collapse, making some of it, like the scenes in Max's home before shit hits the fan, actually strangely comfy. Beyond Thunderdome starts good and ends good, but like everyone else has said, the middle is pure ass.