I think La Femme Nikita is pretty good, but Leon is awesome...it used to be one of my all time favorites, actually. And Fifth Element, aside from being visually stunning and having Milla Jovovich fully and partially naked for most of the running time (sorry, don't mean to be sexist, but she's cute), is the closest any film has come to capturing that old serial spirit since Indiana Jones.
I've seen all of Besson's films except for Les Dernier Combat (or whatever it's called) and that underwater film...not The Big Blue, the other one that no one's ever heard of. Anyway, I used to love him, but The Messenger was the biggest disappointment of 99. It was almost so great, and it should have been incredible considering that Besson is so fond of films about female empowerment. But it fell flat dramatically and left a really bad aftertase. Since then, he's just done rather unexciting action film writing/producing. I heard he was really discouraged about the reaction to The Messenger.