Er his directorial debut Brazil?... erm... he had like 4 films under his belt by then...
Monty Python and the Holy Grail (co-directed with Terry Jones) (1975)
Jabberwocky (1977)
Time Bandits (1981)
The Crimson Permanent Assurance (1983) - A short supporting feature that accompanied Monty Python's The Meaning of Life
Brazil (1985)
The Adventures of Baron Munchhausen (1988)
The Fisher King (1991)
Twelve Monkeys (1995) - Inspired by Chris Marker's La Jetée.
Fear and Loathing in Las Vegas (1998)
The Brothers Grimm (2005)
Tideland (2006)
Ok only Jabberwocky and Timebandits were solo directorial feature length films, but still... he did a lot before Brazil.
And by a lot I definitely mean Time Bandits,... which is one of the best films of all time. With some amazing social commentary and biting humor Time Bandits is an amazing visual spectacle.
But then again so is Brazil and Baron Munchausen, and Fear and Loathing
Gilliam has one film that always eluded him though, Don Quixote. Making that film for him was like chasing windmills.