Manhattan is way better than Celebrity, imo. One of his best, signature works.
"And I found that when he´s not playing that type of character himself, the actor in the lead takes care of that". That's a very correct observation. Kenneth Branagh did that in Celebrity, Will Farell in Melinda and Melinda and Owen Wilson in Midnight in Paris. Owen Wilson even sounded like Woody Allen.
I strongly recommend Allen's recent film - Blue Jasmine. A great fucking movie.