V.A.L.I.S. is great, but Divine Invasion (the second book of the trilogy) goes even deeper. In that book, PKD managed to express some of the deepest mysteries of life.
I also liked Scanner Darkly, but only the book. I felt the movie to be painfully inadequate.
Besides these, I've read The Three Stigmata of Palmer Eldritch, Ubik, Man in the High Castle, We Can Build You, Flow My Tears the Policeman Said, Radio Free Albemuth and The Maze of Death.
These are also good, but I can't sense that definite spiritual touch in them which characterizes the V.A.L.I.S. trilogy. From these, probably The Maze of Death was the best one (typical psychedelic mindfuck, PKD style).