I think you're doing it the right way. Start with the ones that sound the most interesting to you. But yeah while I love Shadow of a Doubt that's not where I would start.
What I may do is finish SoaD and then start up with the favorites. Birds, Psycho, Rear Window, Rope, Vertigo, etc...and go from there. I'm really interested in checking out some of his comedies though, Trouble With Harry being one that I look forward to seeing.
Part of me gets excited when I think about dedicating a full weekend to something like this, and then the other part of me is not sure he wants to sit in front of the TV for that long.