Well, it's good that you're seeing Gangs without much Scorsese baggage. I think many that were disappointed were expecting something much different. Love to know what you think.
If you're starting with Gangs, I think a great one to jump to is Mean Streets, which is Marty's first "real" film, and will show how street gangs evolved from the 19th century to the 20th in Marty's neigborhood. From there I'd do GoodFellas, which will show the Mafia angle. Then maybe Taxi Driver and Raging Bull to get the two classic masterpieces out of the way. You can sneak Bringing Out the Dead here as it was written by the same guy who wrote Taxi Driver and was considered a bit of a return to similar territory (think: Ambulance Driver). You could also finish Casino to round out the crime stuff, but don't watch it right after GoodFellas or you'll find it a bit redundant.
I think The Age of Innocence, Kundun and Last Temptation of Christ are all up there among Marty's best, but you need to ease into them as they are much more delicately done. The last two are a good pair because they both deal with religious faith against adversity, and maybe the best lead in to this stuff is The Aviator, which is another period piece, but a good combination of Marty's thrilling filmmaking and the more easy going epic dramatic style.
Some minor works that are still very entertaining are The Color of Money, which has some great perfs by Paul Newman & Tom Cruise, and After Hours, a real head trip of a movie which is a lot of fun. The King of Comedy has a strange turn from Robert DeNiro as a celebrity stalker, and though it's a bit satirical, it's a rather uncomfortable film to watch because of how ugly the characters are. Insert these when you need a break from the heavier films.
New York, New York was not well received when it came out, and doesn't have a great rep among Scorsese fans. I think it's amazing, though it helps to have a bit more film history under your belt, and would be better seen later in your Scorsese-trek. This is an homage to the big musicals of the 40's and 50's (namely the work of Vincente Minnelli), with big soundstage sets that aren't even trying to look real. The novelty here is combining that style with the New York method acting style used by DeNiro. It's a very strange juxtaposition, and it's not surprising it's not for everyone. Again, the characters aren't very likeable here, but it's a nice melodrama, and the directing is brilliant as usual.
There's a few I left out, but this is what I consider all the essential films. In short:
1. Gangs
2. Mean Streets
3. GoodFellas
4. Raging Bull
5. Taxi Driver
6. Bringing Out the Dead
7. Casino
8. The Aviator
9. The Age of Innocence
10. The Last Temptation of Christ
11. Kundun
12. After Hours
13. The Color of Money
14. The King of Comedy
15. New York, New York
