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In the Penal Colony is brilliant. I read it when young and many years later cannot forget it.

http://www.arts.uwaterloo.ca/~raha/793CA_web/PenalColony.pdf

Those are two of my favorites also, especially "In the Penal Colony." For anyone looking for more, I would add "The Burrow" as great introduction to the weirdness of Kafka as well.

I'll toss "A Hunger Artist" on there, too.

this is the one I think about the most

I've read Metamorphosis many times over the years, and I've come to the conclusion that it's a very subtle dark comedy. But of all the punchlines, including the ending, are (for lack of a better term) situational. I can't explain further without spoilers, so HN might not be the right format for it.

Before the Law is my top favorite short story of all time.

I absolutely did not enjoy reading Kafka, but I get the importance of the work, and I think about it constantly.

After 40 years, I can't forget the image of the felt gag in The Penal Colony.