I believe the Coens are conservatives. They aren't real out-front with it, and they make fun of it plenty, but when they do make fun of conservatism, it's gentle.
Their movies are very good, I agree. There isn't one I didn't like. I've watched The Big Lebowski several times, so much so that I'm a little tired of it.
Fargo and Miller's Crossing are re-watchable.
Raising Arizona is only good on the first viewing, IMO, FWIW.