The worst movie directed by Alfred Hitchcock was “Juno & the Paycock” (1930) since most of it takes place within a single setting plus the story’s pacing is slow as fuck (not until the end that the plot evolves). The best one he directed for me personally is “Strangers on a train” (1951) since the acting is good & engaging plotline. Other ones that are also good are: The Birds, Vertigo, Psycho, North by Northwest to name a few.
I liked The 39 Steps a lot, haven’t seen enough to see one I haven’t liked but i hear that Hitchcock’s filmography is a bit of a mixed bag.