For the application of the methodology to specific contexts, I'd recommend Braudel's Mediterranean, his three-part Civilization and capitalism 15th-18th century and his two-volume Identity of France, and Pierre Goubert's The ancien regime and Louis XIV and 20 million Frenchmen, between them perhaps the most developed expression of the school in its most influential period: to my shame I haven't read the latter's Beauvais et le Beauvaisis, but its impact was perhaps second only to the first-named work. Though inevitably earlier, Bloch's Feudal society and French rural history remain indispensable although some of the conclusions may be challenged by the best part of a century of intervening scholarship enjoying the benefit of later evidence.

You may gather that I'm drawn to the more geographical of the school's insights rather than later delvings into mentalités per se, but hopefully others can suggest later works.

And don't forget the Annales itself, available (apart from recent issues) on the invaluable Persée site, which is what you get when a country opens scholarship to all rather than paywalling learning.