For me, Right Ho Jeeves is his masterpiece. I'd say it's as close to perfection as any work of art I know.
I cannot overpraise Wodehouse. As Stephen Fry said, there just aren't enough superlatives. Douglas Adams said "He's up in the stratosphere of what the human mind can do, where you will find Bach, Mozart, Einstein." And Fry said "you don't analyze such sunlit perfection, you merely bask in its splendor."
He really does take my breath away. People dismiss him as lightweight, or middlebrow, but ignore them. He's an artist. When he died, some critics compared him to Shakespeare, and they weren't joking. As a master of the English language, he has very, very few rivals. He's up there with Shelley and Larkin and T. S. Eliot. In fact, he doesn't write novels, he writes beautiful prose poems.
A few tips:
Listen to Stephen Fry reading him on audiobook.
Don't bother with the TV series. It was a good attempt, but it just doesn't work – the genius is in the language.
Read him out loud. Once you've got Bertie's idiotic, kind, sweet, joyful, self-mocking, good-natured voice in your head, you'll never look back. Reading Wodehouse out loud is better than Prozac.