I agree with "Zhou Yu's Train"--a lovely movie--she plays two roles and is onscreen a lot.
"Shanghai Triad" is a terrific movie, although with a
very dark view of the world. Gong Li is quite good--she plays the mistress of a powerful and vicious gang lord in Shanghai in the 1930s. You can't figure out why she is such an evil seeming character until the last part of the very last scene where everything is explained with a few words and a couple of glances. The ending is horrifying--not in a horror movie way but in a very convince "people are evil" way.
"The Emperor and the Assassin" is long (almost three hours) and full of epic scenes, lush palaces and battles between huge armies. It is set during the final period of the unification of China, 221 BC. Gong Li plays the empress of the Qin who decides the constant slaughter must stop. It is complicated by her falling in love with an assassin...
A very talented bunch of mainland Chinese actors in "The Emperor and the Assassin".
"Raise the Red Lantern" was one of her earliest roles and the movie that introduced her and director Zhou Yimou to the United States. That movie hit the art house film goers like an artillery shell and is still quite powerful. She was (I think) 25 when it was made and looks like she is about 18.
I am quite a fan of hers.
There are only a few movies of hers I haven't seen--she was in some really bad ones very early in her career and they haven't been released anywhere on video.
I wouldn't recommend "2046", although I love the movie and its director Wong Kar Wai only because you need to watch "In the Mood for Love" to understand what is going on in "2046" and she isn't in the earlier movie. "In the Mood for Love" is one of my favorite movies--it is simply breathtaking in its beauty and pathos. Maggie Cheung has 32 or 33 costume changes, all of them to yet another cheongsam. Gong Li picks up her part in "2046".
"Curse of the Golden Flower" is an acquired taste that I haven't acquired yet. She and every other woman in the cast are strapped into impossibly tight corset style dresses that showcase their breasts. She doesn't have much to do other than look good while wasting away (she is being poisoned by her husband) and falling in love with her stepson.