Kristan Like Life is my favorite, just amazing. The Jewish Hunter is my favorite story in the collection.
Jessica Not "A Gate at the Stairs"--that's the only Lorrie Moore that I didn't love. "Birds of America"/"Self-Help" are both excellent, and of her novels I'd recommend "Who Will Run the Frog Hospital?"
Wilder Penfield Birds of America, I'd say, mostly because the collection contains "People Like That Are the Only People Here", a favorite New Yorker short story that introduced Moore's exquisite ability to ride the cusp between horror and hilarity; the book assured new fans like me that she had other memorable hybrids in her literary menagerie.