David Lynch, no other director has EVER challenged me the way he has. His style is so odd, dark and abstract and really innovative. Also, because he leaves so much room for your own interpritation of his films. He never really gives any solid explinations to his weirdness (which i hated at first but have come to appreciate) and always makes films that are so far from commercial and cookie cutter.
If you'd like to know more about him and his work wonder on to www.davidlynch.de