I first got to know him through his connection with Georgia O'Keeffe, one of my favorite painters. They were married for many many years and many of his photographs echo or are precursors to, her paintings.
I like his early photos, like this picture of the wintry Flatiron Building in New York from 1903, to the much later ones, like this different view of New York (From the Shelton, West) which he took in 1935. I'm fascinated by the way the technicalities of photography changed over those 32 years, and I'm fascinated by the way, despite those changes, I can still see that Stieglitz took both of these photographs.
But the photographs that blow me away are portraits. Below are a self-portrait and one of the many, many photographs he took of Georgia O'Keeffe. There's something about the way he sees people (including himself) - focused, intense, as if he's looking into his own image in their eyes. They look directly at the camera, there's no fooling around with what we see now in photographic portraits. The face isn't angled to be seen at its best, the head isn't resting on a hand. These portraits feel solemn and real in a way that few modern portraits do.