This is not an easy question to answer, because I've seen a lot of great movies I've liked a lot from a lot of great directors. So I'll try my best to narrow it down. I don't know if seeing a movie on satellite TV, regular TV or rentals counts or if seeing them at the theaters only counts, but I'll try to remember as best I can, because some movies I've forgotten where I first saw them. Which my top 5 directors doesn't necessarily mean my most top favorite movies are done by them though, because I'm also going by the volume of a lot of movies they've done of a lot of movies I've liked.
Tim Burton--"Batman" or "Edward Sissorhands"
Oliver Stone--"Wall Street" or "Platoon"
David Lynch--either "Dune" or "Wild at Heart"
Stanley Kubrick--"2001, A Space Oddyssey"
Darren Aronofsky--"π"(Pi)
Favorite movies by my favorite directors?--
Tim Burton--"Big Fish"(My favorite movie to date, probably the most romantic film ever, but still strange. Definitely about loving someone so much you live & breathe monogamy. I think part of the story comes from the story of Jacob from the Bible--weird huh?)
Darren Aronofsky--my favorite by him has been "Requiem for a Dream" for a long time, but even though I haven't seen it yet, from what I've heard about it, I think my favorite film directed by him will probably end up being "The Fountain", because even though it's a science fiction/ fantasy type film, I've heard it's incredibly romantic like "Big Fish".
Oliver Stone--definitely "Born on the 4th of July"
Stanley Kubrick--Favorite movie of his is a lot harder to decide, because I loved "Clockwork Orange", "Full Metal Jacket" & "Dr. Stranglove" although "The Shining" & "2001 A Space Oddyssey", I liked a lot too. For now I'll say..."Dr Strangelove" for political & anti nuclear war & anti biological warfare reasons, because I think no country should be allowed to wipe out 90% or so of the population of the world with nuclear weapons, because that's insanity, even though I'm sure the current (2nd) Iraq gulf war hasn't really been about that now. Although "Clockwork Orange" & "Full Metal Jacket" comes close too, because I don't trust governments or authorities completely in any country to date with all the corruption & brutality in governments, their agencies & police forces as far as in reference to "Clockwork Orange" & "Full Metal Jacket" is a good depiction of the Vietnam war & the scene of the boot camp sergeant getting shot by a beserk recruit is a classic scene that's easy to remember, it makes one want to avoid nuts with guns.
David Lynch--My favorite film of his so far, is also hard to decide, because while I like films I've seen of his so far like "Eraserhead", "Blue Velvet", "Fire Walk With Me", "Elephant Man" & "Lost Highway"--while I like those films a lot & "Mulholland Drive", I wasn't impressed by so much, even though most guys & even some women these days, drooled over the scenery/imagery of women in it, I've been with lots of beautiful women, so the story line I paid attention to more than the majority I guess of people who's seen it. Anyway I wasn't impressed by "Mulholland Drive" so much, because it reminded me of soap operas & while not having to do with how I thought of "Mulholland Drive" for what I think is harmful about soap operas, I think soap operas subconsciously program unrealistic expectations on relationships & subconsciously cause divorces as well by saying that's how to settle disagreements all the time in marriages--while I like those of Lynch's a lot, my top 2 favorites of his is "Dune" & "Wild At Heart". "Dune" to me is the best science fiction film of all time--tragic, sad, heroic, biblical almost somewhat too, even romantic somewhat & the depth of the characters & the story blows away the Star Wars movies/stories. "Wild At Heart" however while an obviously wild story it's a great romantic story, so I'll say "Wild At Heart" is my favorite Lynch film.