Top 3 movies:

Under Siege
Out For Justice
Hard To Kill

1. MARKED FOR DEATH - just so damn violent and fun. I love the Jamaican bad guys too as they give the film an interesting flavor.
2. OUT FOR JUSTICE - similarly violent and fun, taken down a slight notch by Seagal's ridiculous attempt at a New York accent.
3. UNDER SIEGE - has the biggest production values of a Seagal film and the two best villains, hurt a little bit by Seagal having too many annoying "helper" characters which took away from his heroism and Seagal was starting to put on a distracting amount of weight.

Honorable mentions: ABOVE THE LAW (can't be in the top 3 because it's a bit slow at times), and HARD TO KILL (maybe his most "dumb but fun" film hurt by having a plot that's a bit too ridiculous). I also have a soft spot for UNDER SIEGE 2 because the setting is cool, but he was starting to seem a bit tired as an action star at that point.

Into the Sun
Code of Honor
Driven to Kill