Let's see... I've seen:
The 39 Steps (sort of a 'wrong man' spy-type thriller with the usual male/female interaction developing in medias res; quite good)
Secret Agent (the least Hitchcocky of the early ones I've seen; quite a notable cast, with a ridiculous Lorre performance; the weakest of these 5)
Sabotage (the 1936 film, not Saboteur) (this was pretty good; there's a setpiece in the middle that is pure Hitchcock decades before it became a staple of his... you'll know what it is when you see it! this one is good and a bit mean-spirited too)
Young and Innocent (another 'wrong man' flick with a burgeoning romance; great long shot in the climactic scene at the end... you'll know the one when you see it)
The Lady Vanishes (the best of the 5; sort of a pre-Murder on the Orient Express; lots of great characters; very fleshed out setting and cast)
Just checked and I've seen 15 Hitchcocks. He's made something between 50-60 (depends how many of the lost silent stuff you want to count). Damn! I really thought I'd seen a higher percentage of his work.
FYI, the other 10 I've seen are:
Shadow of a Doubt
Dial M for Murder
Strangers on a Train
North by Northwest
What are the big ones I'm missing?