I loved all of them, though I loved Mallrats the least, followed by Dogma, Clerks, Chasing Amy, and Jay and Silent Bob Strike Back. Clerks was a work of art. All I can really say about it is that I'm glad he took feedback and chopped off the ending before releasing it, it was much more watchable that way and it may not have had the "sequels" otherwise.
Chasing Amy was easily the most mature of his movies and it was also very serious. I prefer it over every other movie besides J&S Strike Back. J&S Strike Back is only a great movie if you've seen all of the other movies in the series, otherwise it's just a dumb immature romp through insanity. Chasing Amy is the best in my eyes if you aren't familiar with all of Kevin's work, but Jay and Silent Bob Strikes Back is the ultimate inside joke for his fans. Even Dante and Randal have a number of guest appearances in it.