I haven't seen his films in any chronological order, and that doesn't help. I first saw Hero and 'Surrounded' (aka House of Flying Daggers); fun, anodyne f ilms lacking much substance. Then I saw Happy Times, which I really liked. It had a soul and a sense of humour. Then I saw Raise the Red Lantern, which was burningly haunting.
And then I saw 'City of Golden Armour', aka 'Curse of the Golden Flower', aka 'Curse of the Golden Breasts'.
Keep Cool is probably closest to Happy Times, which is to say, it's one of Zhang's films which I really liked. The pace and feel of the film is almost reminscent of early Wong Kar-Wai films like Chungking Express and Fallen Angels. This is probably because of the on-location shooting, and the largely handheld, constantly dancing cinematography.
And in the same way that Chungking Express seems, to me at least, to capture something of Hong Kong, Keep Cool is quite an accurate depiction of Beijing. The dialogue is chock-full of Beijing dialect (or rather, they speak in Beijing dialect throughout the whole film), our main character played by Jiang Wen (from Green Tea) is somewhat of a hooligan, and it relies on the distinctly Beijing sense of humour, or at least North Eastern brand of humour. The scene with Zhao Benshan (who was also in Happy Times) reading poetry outside the apartment is particularly hilarious.
With any luck, Zhang's next film will be more along these lines, and not some epic, craptacular.