Full disclosure: I'm basically addicted to Herzog's work. I think I've seen at least 15 of his films at the cinema, and probably another 30 of his feature films and documentaries on DVD... While he's had a few misses, I for one am a fan of his work.
That said, I think you ought to see his latest documentary, currently screening in selected cinemas:
'Into the Abyss: A Tale of Death, A Tale of Life' - on the subject of death row inmates in the USA.
It's a profoundly moving film, full of trademark Herzog - particularly his use of awkwardly-long-held shots of interviewees nervously looking at the camera after a final question, unsure what to say or do - often leading to insightful gestures or expressions. What struck me most is the fact that Herzog ostensibly maintains a certain objectivity on the subject at large, and in doing so actually communicates his own viewpoint much more strongly.
See it while you can.
The film is also the BFI's Sight & Sound Magazine's 'Film of the Month'.
More reviews here: Guardian Telegraph NY Times