Just too many to narrow it down, so here's my Top 10...
Nicolas Roeg (Performance, Walkabout, Don't Look Now)
Werner Herzog (Aguirre: Wrath Of God, Nosferatu: Phantom der Nacht, Fitzcarraldo)
Ken Russell (Women In Love, The Devils, Altered States)
Atom Egoyan (Exotica, The Sweet Hereafter, Felicia's Journey)
Peter Weir (Picnic at Hanging Rock, Fearless, The Truman Show)
David Gordon Green (George Washington, All The Real Girls, Undertow)
Lynne Ramsay (Morvern Callar, Ratcatcher)
Bernard Rose (Candyman, Paperhouse, Immortal Beloved)
Harmony Korine (Gummo, Julien Donkey-Boy, Mister Lonely)
Christopher Honore (Ma Mere, Dans Paris, Les chansons d'amour)
Special mentions to Pawel Pawlikowski and Kathryn Bigelow.