How about the individual Pythons' works (Gilliam's films, Fawlty Towers, Michael Palin's travelogues, A Fish Called Wanda etc.)? Anyway, Life of Brian was the first Monty Python film I ever saw, before seeing their tv sketches or The Rutles; I'm pretty fond of it, not least because of such things as the lecture on the correct Latin for "Romans Go Home" and the "What did the Romans ever do for us?" scene which is used in Holy Flying Circus with "Christians" substituted for "Romans".