Talking about pesonal prefernces, I couldn't choose between A hard day's night and Help!. They are differente, one is sort of a documentary, and the other one is a fictional film. Both show the Beatle splaying their songs, and that's what's interesting about them.
Yellow Submarine was just to fulfill the contract they had with United Artists. Their participation in the film was almost nil, if we except their appearence towards the end.
MMT is psychedelic to me, in the sense that it doesn't have any plot, and it's just sequences or fragments stuck together at Paul's whim.
But they are Beatles' films anyway, and o very interesting.