I can't believe that nobody has included "Mighty Aphrodite".  Am I the only one who considers this one of Allen's masterpieces? My other 9 favourites, in no particular order, are:
Annie Hall
Shadows and Fog
Take the Money and Run
Hannah and her Sisters
Radio Days
Crimes and Misdemeanors
Bullets over Broadway
Everyone Says I Love You
Everything You wanted to know about sex........