After the GodFather, which always comes first for me in films about the mafia, I would put Goodfellas second; as its quite unusual in the way it has a "rat" as a main character; and its engrossing but harrowing how everything begins to go downhill for Mr. Hill....
And the three main characters interact very well with each other, they all have distinct personalities and traits. I also enjoyed the brief brutal parts of the film.
As for Casino.... check out the link below for a few cruel laughs....
http://blogs.law.harvard.edu/dowbrigade/2004/01/02