Darn TP, you managed to post right before I came back to add that one to the list.
So yes, Lupin III: Castle of Caglistro is the first movie by Hayao Miazaki. It's main character is Lupin the Third, master thief and a gentleman with extreme interest in women, who is widely popular in Japan and has starred in multiple movies and has his own TV series.
Miyazaki has also directed a TV series called "Future Boy Conan" or "Mirai Shonen Conan".
Pretty much all the information you'll ever need on Miyazaki and Studio Ghibli can be found from this site:
Nausicaa.net