No one has mentioned Earth Song, it's great and has a real powerful ending. Other favorites are Bad, Billie Jean, Black or White, Man in the Mirror, Beat It, The Way You Make Me Feel and many more, he wrote so many good songs I can't list them all here.
And for you who say you don't like him because of his "sycho stuff", that's not all his fault. Already when he was five years old he got beaten by his father, who made the decision that MJ should be an artist. MJ never had a normal life and it's mostly his fathers fault. So don't remember him for the problems he had in his life, think about his music instead.
