Comment by skoodge

Badlands and Days of Heaven are definitely his most conventional films and thus good starting points. Badlands especially is a great film, Days of Heaven is a bit uneven in terms of plot and pacing, but the cinematography is beautiful.

Then you have The Thin Red Line and The New World, which to me feel like a transitional period between the more conventional films and The Tree of Life, which is the first film that is characterized through and through by Malick's extremely divisive style. I personally love The Thin Red Line, but I can see why it's not for everyone. (I would skip The New World.) All later films have a very recognizable style, for which I think The Tree of Life is the best starting point.

Long story short: I'd start with Badlands, then watch The Thin Red Line, then The Tree of Life. If you like the last one, watch any of his later films.