The Heist was probably the 1st David Mamet film I saw, and I was impressed with it.
I later saw the Winslow Boy, but wasn't impressed with this slower-paced drama that had too much British snobbery in it for my tastes.
State and Main is a light-hearted comedy romp, great cast, memorable performances by William H. Macy and Philip Seymour Hoffman. Definitely worth a rental, but DVD is a bit barebones to consider buying.
As reference, here's the IMDb link to David Mamet:
http://imdb.com/name/nm0000519/