Tough question. I love stuff by Tarentino, Leone, the Coens, Eastwood, Carpenter, Jackson and Del Toro. And I have to give full credit to Coppala, Kubrik, Lang and Bergman as the best directors in my mind (though not my favorites). Wright is one to watch especially since I've cast Burton of my list of favorites. Also Scott and Cameron have their moents of genius (and moments of idiocy). I could go on for hours on any of these, but they aren't my favorite.
In the end thouh My all time favorite has to be Terry Gilliam, I just love the bizzare, the weird and the wonderful. And nobody can supply them quite like Gilliam. Even when his films aren't outstanding they're beatiful, inventive and unique. Every film he makes has a slightly different visual style while all having a certain level of panache. I mean he's worked on so many amazing films from the Python's classics to Brazil and Twelve Monkeys. I just love his films so much.