First off, his novel, I Am Legend, has never been made into a movie. Well, unless you count night of the living dead. Which Romero himself does and has apologized to Matheson for borrowing his idea. I am legend is amazing. His short stories are, stylisticly, all over the place and excellent as well. I would suggest Mad House, The Funeral, and the doll that does everything.
Several of his stories have been made into movies, such as Stir of Echoes and What Dreams May Come. Most of the film adaptations of his work are unsuccessful, which is ironic as he himself moved into script writing.
Fangoria has a recent interview with Matheson that I found very interesting. Pick up a copy to check it out Do yourself a favor and give this man a read.