My introduction was "Purple Noon", with the amazing Alain Delon in the lead. It differs quite a bit from the later "Talented Mr Ripley" film with Matt Damon. The former has a lot of silence, more character development, and the ending is changed to be more similar to a Hitchcock Presents type of story. Damon's version as I remember is closer to the novel, has spectacular and engaging acting, but struck me as kind of weird. Philip Seymour Hoffman as Freddie Miles is legendary.
I've read a good number of Highsmith novels. She's very good at creating dark, moody world for her strong male characters to interact. There's often odd relationships, with a lot of rather amiable, err, groups of intimate people.
All are highly recommended!